CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 0.9157 0.9175 0.0018 0.2% 0.9178
High 0.9181 0.9202 0.0021 0.2% 0.9189
Low 0.9145 0.9172 0.0027 0.3% 0.9114
Close 0.9176 0.9185 0.0009 0.1% 0.9176
Range 0.0036 0.0030 -0.0006 -16.7% 0.0075
ATR 0.0039 0.0038 -0.0001 -1.6% 0.0000
Volume 377 473 96 25.5% 1,437
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 0.9276 0.9261 0.9202
R3 0.9246 0.9231 0.9193
R2 0.9216 0.9216 0.9191
R1 0.9201 0.9201 0.9188 0.9209
PP 0.9186 0.9186 0.9186 0.9190
S1 0.9171 0.9171 0.9182 0.9179
S2 0.9156 0.9156 0.9180
S3 0.9126 0.9141 0.9177
S4 0.9096 0.9111 0.9169
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9385 0.9355 0.9217
R3 0.9310 0.9280 0.9197
R2 0.9235 0.9235 0.9190
R1 0.9205 0.9205 0.9183 0.9183
PP 0.9160 0.9160 0.9160 0.9148
S1 0.9130 0.9130 0.9169 0.9108
S2 0.9085 0.9085 0.9162
S3 0.9010 0.9055 0.9155
S4 0.8935 0.8980 0.9135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9202 0.9114 0.0088 1.0% 0.0035 0.4% 81% True False 319
10 0.9202 0.9114 0.0088 1.0% 0.0032 0.3% 81% True False 350
20 0.9218 0.9043 0.0175 1.9% 0.0040 0.4% 81% False False 535
40 0.9218 0.8999 0.0219 2.4% 0.0038 0.4% 85% False False 378
60 0.9218 0.8815 0.0403 4.4% 0.0042 0.5% 92% False False 326
80 0.9218 0.8815 0.0403 4.4% 0.0039 0.4% 92% False False 260
100 0.9387 0.8815 0.0572 6.2% 0.0039 0.4% 65% False False 224
120 0.9387 0.8815 0.0572 6.2% 0.0037 0.4% 65% False False 193
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9330
2.618 0.9281
1.618 0.9251
1.000 0.9232
0.618 0.9221
HIGH 0.9202
0.618 0.9191
0.500 0.9187
0.382 0.9183
LOW 0.9172
0.618 0.9153
1.000 0.9142
1.618 0.9123
2.618 0.9093
4.250 0.9045
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 0.9187 0.9178
PP 0.9186 0.9170
S1 0.9186 0.9163

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

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