CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 0.9303 0.9322 0.0019 0.2% 0.9373
High 0.9324 0.9323 -0.0001 0.0% 0.9392
Low 0.9290 0.9271 -0.0019 -0.2% 0.9298
Close 0.9319 0.9278 -0.0041 -0.4% 0.9301
Range 0.0034 0.0052 0.0018 52.9% 0.0094
ATR 0.0043 0.0044 0.0001 1.5% 0.0000
Volume 44,031 54,245 10,214 23.2% 253,697
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9447 0.9414 0.9307
R3 0.9395 0.9362 0.9292
R2 0.9343 0.9343 0.9288
R1 0.9310 0.9310 0.9283 0.9301
PP 0.9291 0.9291 0.9291 0.9286
S1 0.9258 0.9258 0.9273 0.9249
S2 0.9239 0.9239 0.9268
S3 0.9187 0.9206 0.9264
S4 0.9135 0.9154 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 0.9271 0.0121 1.3% 0.0049 0.5% 6% False True 51,586
10 0.9399 0.9271 0.0128 1.4% 0.0046 0.5% 5% False True 48,024
20 0.9399 0.9109 0.0290 3.1% 0.0046 0.5% 58% False False 48,835
40 0.9399 0.9100 0.0299 3.2% 0.0040 0.4% 60% False False 30,433
60 0.9399 0.9018 0.0381 4.1% 0.0039 0.4% 68% False False 20,449
80 0.9399 0.8847 0.0552 5.9% 0.0041 0.4% 78% False False 15,407
100 0.9399 0.8815 0.0584 6.3% 0.0041 0.4% 79% False False 12,353
120 0.9399 0.8815 0.0584 6.3% 0.0040 0.4% 79% False False 10,304
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9544
2.618 0.9459
1.618 0.9407
1.000 0.9375
0.618 0.9355
HIGH 0.9323
0.618 0.9303
0.500 0.9297
0.382 0.9291
LOW 0.9271
0.618 0.9239
1.000 0.9219
1.618 0.9187
2.618 0.9135
4.250 0.9050
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 0.9297 0.9332
PP 0.9291 0.9314
S1 0.9284 0.9296

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

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