CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 0.9139 0.9136 -0.0003 0.0% 0.9147
High 0.9152 0.9160 0.0008 0.1% 0.9188
Low 0.9114 0.9124 0.0010 0.1% 0.9125
Close 0.9135 0.9152 0.0017 0.2% 0.9176
Range 0.0038 0.0036 -0.0002 -5.3% 0.0063
ATR 0.0039 0.0039 0.0000 -0.6% 0.0000
Volume 209 381 172 82.3% 2,744
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 0.9253 0.9239 0.9172
R3 0.9217 0.9203 0.9162
R2 0.9181 0.9181 0.9159
R1 0.9167 0.9167 0.9155 0.9174
PP 0.9145 0.9145 0.9145 0.9149
S1 0.9131 0.9131 0.9149 0.9138
S2 0.9109 0.9109 0.9145
S3 0.9073 0.9095 0.9142
S4 0.9037 0.9059 0.9132
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9352 0.9327 0.9211
R3 0.9289 0.9264 0.9193
R2 0.9226 0.9226 0.9188
R1 0.9201 0.9201 0.9182 0.9214
PP 0.9163 0.9163 0.9163 0.9169
S1 0.9138 0.9138 0.9170 0.9151
S2 0.9100 0.9100 0.9164
S3 0.9037 0.9075 0.9159
S4 0.8974 0.9012 0.9141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9189 0.9114 0.0075 0.8% 0.0030 0.3% 51% False False 312
10 0.9217 0.9114 0.0103 1.1% 0.0037 0.4% 37% False False 509
20 0.9218 0.9025 0.0193 2.1% 0.0039 0.4% 66% False False 508
40 0.9218 0.8968 0.0250 2.7% 0.0039 0.4% 74% False False 386
60 0.9218 0.8815 0.0403 4.4% 0.0043 0.5% 84% False False 314
80 0.9218 0.8815 0.0403 4.4% 0.0039 0.4% 84% False False 249
100 0.9387 0.8815 0.0572 6.3% 0.0039 0.4% 59% False False 216
120 0.9387 0.8815 0.0572 6.3% 0.0037 0.4% 59% False False 187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9313
2.618 0.9254
1.618 0.9218
1.000 0.9196
0.618 0.9182
HIGH 0.9160
0.618 0.9146
0.500 0.9142
0.382 0.9138
LOW 0.9124
0.618 0.9102
1.000 0.9088
1.618 0.9066
2.618 0.9030
4.250 0.8971
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 0.9149 0.9149
PP 0.9145 0.9145
S1 0.9142 0.9142

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

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