CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 0.9350 0.9371 0.0021 0.2% 0.9360
High 0.9382 0.9379 -0.0003 0.0% 0.9399
Low 0.9344 0.9351 0.0007 0.1% 0.9331
Close 0.9378 0.9373 -0.0005 -0.1% 0.9397
Range 0.0038 0.0028 -0.0010 -26.3% 0.0068
ATR 0.0041 0.0040 -0.0001 -2.2% 0.0000
Volume 42,533 41,158 -1,375 -3.2% 183,690
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9452 0.9440 0.9388
R3 0.9424 0.9412 0.9381
R2 0.9396 0.9396 0.9378
R1 0.9384 0.9384 0.9376 0.9390
PP 0.9368 0.9368 0.9368 0.9371
S1 0.9356 0.9356 0.9370 0.9362
S2 0.9340 0.9340 0.9368
S3 0.9312 0.9328 0.9365
S4 0.9284 0.9300 0.9358
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9580 0.9556 0.9434
R3 0.9512 0.9488 0.9416
R2 0.9444 0.9444 0.9409
R1 0.9420 0.9420 0.9403 0.9432
PP 0.9376 0.9376 0.9376 0.9382
S1 0.9352 0.9352 0.9391 0.9364
S2 0.9308 0.9308 0.9385
S3 0.9240 0.9284 0.9378
S4 0.9172 0.9216 0.9360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9399 0.9335 0.0064 0.7% 0.0039 0.4% 59% False False 46,216
10 0.9399 0.9305 0.0094 1.0% 0.0039 0.4% 72% False False 45,533
20 0.9399 0.9109 0.0290 3.1% 0.0041 0.4% 91% False False 46,891
40 0.9399 0.9100 0.0299 3.2% 0.0038 0.4% 91% False False 26,110
60 0.9399 0.9018 0.0381 4.1% 0.0038 0.4% 93% False False 17,557
80 0.9399 0.8815 0.0584 6.2% 0.0042 0.4% 96% False False 13,238
100 0.9399 0.8815 0.0584 6.2% 0.0040 0.4% 96% False False 10,612
120 0.9399 0.8815 0.0584 6.2% 0.0040 0.4% 96% False False 8,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9498
2.618 0.9452
1.618 0.9424
1.000 0.9407
0.618 0.9396
HIGH 0.9379
0.618 0.9368
0.500 0.9365
0.382 0.9362
LOW 0.9351
0.618 0.9334
1.000 0.9323
1.618 0.9306
2.618 0.9278
4.250 0.9232
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 0.9370 0.9368
PP 0.9368 0.9363
S1 0.9365 0.9359

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

View Archives - Comment on this page... - Back to Index of Symbols