CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 0.9153 0.9145 -0.0008 -0.1% 0.9030
High 0.9162 0.9218 0.0056 0.6% 0.9112
Low 0.9143 0.9144 0.0001 0.0% 0.9030
Close 0.9150 0.9214 0.0064 0.7% 0.9081
Range 0.0019 0.0074 0.0055 289.5% 0.0082
ATR 0.0040 0.0043 0.0002 6.0% 0.0000
Volume 1,265 397 -868 -68.6% 1,495
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 0.9414 0.9388 0.9255
R3 0.9340 0.9314 0.9234
R2 0.9266 0.9266 0.9228
R1 0.9240 0.9240 0.9221 0.9253
PP 0.9192 0.9192 0.9192 0.9199
S1 0.9166 0.9166 0.9207 0.9179
S2 0.9118 0.9118 0.9200
S3 0.9044 0.9092 0.9194
S4 0.8970 0.9018 0.9173
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9320 0.9283 0.9126
R3 0.9238 0.9201 0.9104
R2 0.9156 0.9156 0.9096
R1 0.9119 0.9119 0.9089 0.9138
PP 0.9074 0.9074 0.9074 0.9084
S1 0.9037 0.9037 0.9073 0.9056
S2 0.8992 0.8992 0.9066
S3 0.8910 0.8955 0.9058
S4 0.8828 0.8873 0.9036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9218 0.9046 0.0172 1.9% 0.0050 0.5% 98% True False 778
10 0.9218 0.9025 0.0193 2.1% 0.0041 0.4% 98% True False 506
20 0.9218 0.9018 0.0200 2.2% 0.0036 0.4% 98% True False 345
40 0.9218 0.8815 0.0403 4.4% 0.0044 0.5% 99% True False 319
60 0.9218 0.8815 0.0403 4.4% 0.0041 0.4% 99% True False 238
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 99% True False 194
100 0.9387 0.8815 0.0572 6.2% 0.0039 0.4% 70% False False 169
120 0.9514 0.8815 0.0699 7.6% 0.0036 0.4% 57% False False 146
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 0.0007
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.9533
2.618 0.9412
1.618 0.9338
1.000 0.9292
0.618 0.9264
HIGH 0.9218
0.618 0.9190
0.500 0.9181
0.382 0.9172
LOW 0.9144
0.618 0.9098
1.000 0.9070
1.618 0.9024
2.618 0.8950
4.250 0.8830
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 0.9203 0.9196
PP 0.9192 0.9178
S1 0.9181 0.9160

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

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