CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 0.9147 0.9148 0.0001 0.0% 0.9085
High 0.9167 0.9156 -0.0011 -0.1% 0.9218
Low 0.9147 0.9125 -0.0022 -0.2% 0.9073
Close 0.9154 0.9136 -0.0018 -0.2% 0.9145
Range 0.0020 0.0031 0.0011 55.0% 0.0145
ATR 0.0044 0.0044 -0.0001 -2.2% 0.0000
Volume 1,150 250 -900 -78.3% 4,705
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 0.9232 0.9215 0.9153
R3 0.9201 0.9184 0.9145
R2 0.9170 0.9170 0.9142
R1 0.9153 0.9153 0.9139 0.9146
PP 0.9139 0.9139 0.9139 0.9136
S1 0.9122 0.9122 0.9133 0.9115
S2 0.9108 0.9108 0.9130
S3 0.9077 0.9091 0.9127
S4 0.9046 0.9060 0.9119
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 0.9125 0.0093 1.0% 0.0047 0.5% 12% False True 870
10 0.9218 0.9046 0.0172 1.9% 0.0045 0.5% 52% False False 726
20 0.9218 0.9018 0.0200 2.2% 0.0037 0.4% 59% False False 449
40 0.9218 0.8815 0.0403 4.4% 0.0046 0.5% 80% False False 366
60 0.9218 0.8815 0.0403 4.4% 0.0042 0.5% 80% False False 280
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 80% False False 225
100 0.9387 0.8815 0.0572 6.3% 0.0039 0.4% 56% False False 194
120 0.9500 0.8815 0.0685 7.5% 0.0037 0.4% 47% False False 168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9237
1.618 0.9206
1.000 0.9187
0.618 0.9175
HIGH 0.9156
0.618 0.9144
0.500 0.9141
0.382 0.9137
LOW 0.9125
0.618 0.9106
1.000 0.9094
1.618 0.9075
2.618 0.9044
4.250 0.8993
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 0.9141 0.9171
PP 0.9139 0.9159
S1 0.9138 0.9148

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

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