CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 0.9371 0.9372 0.0001 0.0% 0.9373
High 0.9379 0.9392 0.0013 0.1% 0.9392
Low 0.9351 0.9298 -0.0053 -0.6% 0.9298
Close 0.9373 0.9301 -0.0072 -0.8% 0.9301
Range 0.0028 0.0094 0.0066 235.7% 0.0094
ATR 0.0040 0.0044 0.0004 9.7% 0.0000
Volume 41,158 75,963 34,805 84.6% 253,697
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9612 0.9551 0.9353
R3 0.9518 0.9457 0.9327
R2 0.9424 0.9424 0.9318
R1 0.9363 0.9363 0.9310 0.9347
PP 0.9330 0.9330 0.9330 0.9322
S1 0.9269 0.9269 0.9292 0.9253
S2 0.9236 0.9236 0.9284
S3 0.9142 0.9175 0.9275
S4 0.9048 0.9081 0.9249
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9612 0.9551 0.9353
R3 0.9518 0.9457 0.9327
R2 0.9424 0.9424 0.9318
R1 0.9363 0.9363 0.9310 0.9347
PP 0.9330 0.9330 0.9330 0.9322
S1 0.9269 0.9269 0.9292 0.9253
S2 0.9236 0.9236 0.9284
S3 0.9142 0.9175 0.9275
S4 0.9048 0.9081 0.9249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9392 0.9298 0.0094 1.0% 0.0047 0.5% 3% True True 50,739
10 0.9399 0.9298 0.0101 1.1% 0.0045 0.5% 3% False True 48,619
20 0.9399 0.9109 0.0290 3.1% 0.0044 0.5% 66% False False 48,207
40 0.9399 0.9100 0.0299 3.2% 0.0039 0.4% 67% False False 27,993
60 0.9399 0.9018 0.0381 4.1% 0.0039 0.4% 74% False False 18,821
80 0.9399 0.8815 0.0584 6.3% 0.0042 0.4% 83% False False 14,188
100 0.9399 0.8815 0.0584 6.3% 0.0041 0.4% 83% False False 11,371
120 0.9399 0.8815 0.0584 6.3% 0.0040 0.4% 83% False False 9,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9792
2.618 0.9638
1.618 0.9544
1.000 0.9486
0.618 0.9450
HIGH 0.9392
0.618 0.9356
0.500 0.9345
0.382 0.9334
LOW 0.9298
0.618 0.9240
1.000 0.9204
1.618 0.9146
2.618 0.9052
4.250 0.8899
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 0.9345 0.9345
PP 0.9330 0.9330
S1 0.9316 0.9316

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

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