CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 0.9145 0.9204 0.0059 0.6% 0.9085
High 0.9218 0.9217 -0.0001 0.0% 0.9218
Low 0.9144 0.9125 -0.0019 -0.2% 0.9073
Close 0.9214 0.9145 -0.0069 -0.7% 0.9145
Range 0.0074 0.0092 0.0018 24.3% 0.0145
ATR 0.0043 0.0046 0.0004 8.2% 0.0000
Volume 397 1,288 891 224.4% 4,705
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9438 0.9384 0.9196
R3 0.9346 0.9292 0.9170
R2 0.9254 0.9254 0.9162
R1 0.9200 0.9200 0.9153 0.9181
PP 0.9162 0.9162 0.9162 0.9153
S1 0.9108 0.9108 0.9137 0.9089
S2 0.9070 0.9070 0.9128
S3 0.8978 0.9016 0.9120
S4 0.8886 0.8924 0.9094
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9580 0.9508 0.9225
R3 0.9435 0.9363 0.9185
R2 0.9290 0.9290 0.9172
R1 0.9218 0.9218 0.9158 0.9254
PP 0.9145 0.9145 0.9145 0.9164
S1 0.9073 0.9073 0.9132 0.9109
S2 0.9000 0.9000 0.9118
S3 0.8855 0.8928 0.9105
S4 0.8710 0.8783 0.9065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9218 0.9073 0.0145 1.6% 0.0055 0.6% 50% False False 941
10 0.9218 0.9030 0.0188 2.1% 0.0048 0.5% 61% False False 620
20 0.9218 0.9018 0.0200 2.2% 0.0038 0.4% 64% False False 397
40 0.9218 0.8815 0.0403 4.4% 0.0045 0.5% 82% False False 344
60 0.9218 0.8815 0.0403 4.4% 0.0042 0.5% 82% False False 258
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 82% False False 208
100 0.9387 0.8815 0.0572 6.3% 0.0039 0.4% 58% False False 181
120 0.9514 0.8815 0.0699 7.6% 0.0036 0.4% 47% False False 156
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 36 trading days
Fibonacci Retracements and Extensions
4.250 0.9608
2.618 0.9458
1.618 0.9366
1.000 0.9309
0.618 0.9274
HIGH 0.9217
0.618 0.9182
0.500 0.9171
0.382 0.9160
LOW 0.9125
0.618 0.9068
1.000 0.9033
1.618 0.8976
2.618 0.8884
4.250 0.8734
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 0.9171 0.9172
PP 0.9162 0.9163
S1 0.9154 0.9154

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

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