CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 0.9148 0.9138 -0.0010 -0.1% 0.9085
High 0.9156 0.9170 0.0014 0.2% 0.9218
Low 0.9125 0.9134 0.0009 0.1% 0.9073
Close 0.9136 0.9166 0.0030 0.3% 0.9145
Range 0.0031 0.0036 0.0005 16.1% 0.0145
ATR 0.0044 0.0043 -0.0001 -1.2% 0.0000
Volume 250 656 406 162.4% 4,705
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 0.9265 0.9251 0.9186
R3 0.9229 0.9215 0.9176
R2 0.9193 0.9193 0.9173
R1 0.9179 0.9179 0.9169 0.9186
PP 0.9157 0.9157 0.9157 0.9160
S1 0.9143 0.9143 0.9163 0.9150
S2 0.9121 0.9121 0.9159
S3 0.9085 0.9107 0.9156
S4 0.9049 0.9071 0.9146
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% 0.0051 0.6% 44% False False 748
10 0.9218 0.9046 0.0172 1.9% 0.0046 0.5% 70% False False 748
20 0.9218 0.9018 0.0200 2.2% 0.0037 0.4% 74% False False 478
40 0.9218 0.8815 0.0403 4.4% 0.0044 0.5% 87% False False 382
60 0.9218 0.8815 0.0403 4.4% 0.0042 0.5% 87% False False 290
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 87% False False 232
100 0.9387 0.8815 0.0572 6.2% 0.0039 0.4% 61% False False 201
120 0.9500 0.8815 0.0685 7.5% 0.0037 0.4% 51% False False 173
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9323
2.618 0.9264
1.618 0.9228
1.000 0.9206
0.618 0.9192
HIGH 0.9170
0.618 0.9156
0.500 0.9152
0.382 0.9148
LOW 0.9134
0.618 0.9112
1.000 0.9098
1.618 0.9076
2.618 0.9040
4.250 0.8981
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 0.9161 0.9160
PP 0.9157 0.9154
S1 0.9152 0.9148

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

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