CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 0.9030 0.9045 0.0015 0.2% 0.9040
High 0.9045 0.9107 0.0062 0.7% 0.9057
Low 0.9030 0.9043 0.0013 0.1% 0.9018
Close 0.9038 0.9097 0.0059 0.7% 0.9029
Range 0.0015 0.0064 0.0049 326.7% 0.0039
ATR 0.0038 0.0040 0.0002 5.8% 0.0000
Volume 154 184 30 19.5% 701
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9274 0.9250 0.9132
R3 0.9210 0.9186 0.9115
R2 0.9146 0.9146 0.9109
R1 0.9122 0.9122 0.9103 0.9134
PP 0.9082 0.9082 0.9082 0.9089
S1 0.9058 0.9058 0.9091 0.9070
S2 0.9018 0.9018 0.9085
S3 0.8954 0.8994 0.9079
S4 0.8890 0.8930 0.9062
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9152 0.9129 0.9050
R3 0.9113 0.9090 0.9040
R2 0.9074 0.9074 0.9036
R1 0.9051 0.9051 0.9033 0.9043
PP 0.9035 0.9035 0.9035 0.9031
S1 0.9012 0.9012 0.9025 0.9004
S2 0.8996 0.8996 0.9022
S3 0.8957 0.8973 0.9018
S4 0.8918 0.8934 0.9008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9107 0.9018 0.0089 1.0% 0.0027 0.3% 89% True False 171
10 0.9107 0.9018 0.0089 1.0% 0.0029 0.3% 89% True False 173
20 0.9174 0.8999 0.0175 1.9% 0.0036 0.4% 56% False False 211
40 0.9174 0.8815 0.0359 3.9% 0.0044 0.5% 79% False False 225
60 0.9174 0.8815 0.0359 3.9% 0.0039 0.4% 79% False False 171
80 0.9371 0.8815 0.0556 6.1% 0.0039 0.4% 51% False False 149
100 0.9387 0.8815 0.0572 6.3% 0.0037 0.4% 49% False False 127
120 0.9527 0.8815 0.0712 7.8% 0.0034 0.4% 40% False False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9379
2.618 0.9275
1.618 0.9211
1.000 0.9171
0.618 0.9147
HIGH 0.9107
0.618 0.9083
0.500 0.9075
0.382 0.9067
LOW 0.9043
0.618 0.9003
1.000 0.8979
1.618 0.8939
2.618 0.8875
4.250 0.8771
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 0.9090 0.9087
PP 0.9082 0.9076
S1 0.9075 0.9066

These figures are updated between 7pm and 10pm EST after a trading day.

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