CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 0.9281 0.9303 0.0022 0.2% 0.9303
High 0.9326 0.9310 -0.0016 -0.2% 0.9326
Low 0.9275 0.9288 0.0013 0.1% 0.9250
Close 0.9305 0.9302 -0.0003 0.0% 0.9305
Range 0.0051 0.0022 -0.0029 -56.9% 0.0076
ATR 0.0044 0.0043 -0.0002 -3.6% 0.0000
Volume 42,291 29,418 -12,873 -30.4% 254,838
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9366 0.9356 0.9314
R3 0.9344 0.9334 0.9308
R2 0.9322 0.9322 0.9306
R1 0.9312 0.9312 0.9304 0.9306
PP 0.9300 0.9300 0.9300 0.9297
S1 0.9290 0.9290 0.9300 0.9284
S2 0.9278 0.9278 0.9298
S3 0.9256 0.9268 0.9296
S4 0.9234 0.9246 0.9290
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9522 0.9489 0.9347
R3 0.9446 0.9413 0.9326
R2 0.9370 0.9370 0.9319
R1 0.9337 0.9337 0.9312 0.9354
PP 0.9294 0.9294 0.9294 0.9302
S1 0.9261 0.9261 0.9298 0.9278
S2 0.9218 0.9218 0.9291
S3 0.9142 0.9185 0.9284
S4 0.9066 0.9109 0.9263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9326 0.9250 0.0076 0.8% 0.0044 0.5% 68% False False 48,045
10 0.9392 0.9250 0.0142 1.5% 0.0044 0.5% 37% False False 48,413
20 0.9399 0.9250 0.0149 1.6% 0.0042 0.4% 35% False False 47,715
40 0.9399 0.9100 0.0299 3.2% 0.0041 0.4% 68% False False 35,056
60 0.9399 0.9025 0.0374 4.0% 0.0040 0.4% 74% False False 23,540
80 0.9399 0.8968 0.0431 4.6% 0.0040 0.4% 77% False False 17,721
100 0.9399 0.8815 0.0584 6.3% 0.0042 0.5% 83% False False 14,211
120 0.9399 0.8815 0.0584 6.3% 0.0040 0.4% 83% False False 11,851
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9404
2.618 0.9368
1.618 0.9346
1.000 0.9332
0.618 0.9324
HIGH 0.9310
0.618 0.9302
0.500 0.9299
0.382 0.9296
LOW 0.9288
0.618 0.9274
1.000 0.9266
1.618 0.9252
2.618 0.9230
4.250 0.9195
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 0.9301 0.9302
PP 0.9300 0.9301
S1 0.9299 0.9301

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

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