CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 0.9234 0.9249 0.0015 0.2% 0.9303
High 0.9251 0.9250 -0.0001 0.0% 0.9325
Low 0.9232 0.9193 -0.0039 -0.4% 0.9229
Close 0.9245 0.9202 -0.0043 -0.5% 0.9235
Range 0.0019 0.0057 0.0038 200.0% 0.0096
ATR 0.0041 0.0042 0.0001 2.9% 0.0000
Volume 36,640 51,749 15,109 41.2% 204,683
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9386 0.9351 0.9233
R3 0.9329 0.9294 0.9218
R2 0.9272 0.9272 0.9212
R1 0.9237 0.9237 0.9207 0.9226
PP 0.9215 0.9215 0.9215 0.9210
S1 0.9180 0.9180 0.9197 0.9169
S2 0.9158 0.9158 0.9192
S3 0.9101 0.9123 0.9186
S4 0.9044 0.9066 0.9171
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9551 0.9489 0.9288
R3 0.9455 0.9393 0.9261
R2 0.9359 0.9359 0.9253
R1 0.9297 0.9297 0.9244 0.9280
PP 0.9263 0.9263 0.9263 0.9255
S1 0.9201 0.9201 0.9226 0.9184
S2 0.9167 0.9167 0.9217
S3 0.9071 0.9105 0.9209
S4 0.8975 0.9009 0.9182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9325 0.9193 0.0132 1.4% 0.0042 0.5% 7% False True 45,629
10 0.9326 0.9193 0.0133 1.4% 0.0040 0.4% 7% False True 44,963
20 0.9399 0.9193 0.0206 2.2% 0.0043 0.5% 4% False True 46,494
40 0.9399 0.9100 0.0299 3.2% 0.0041 0.4% 34% False False 41,533
60 0.9399 0.9073 0.0326 3.5% 0.0040 0.4% 40% False False 27,906
80 0.9399 0.9018 0.0381 4.1% 0.0040 0.4% 48% False False 20,987
100 0.9399 0.8815 0.0584 6.3% 0.0042 0.5% 66% False False 16,844
120 0.9399 0.8815 0.0584 6.3% 0.0040 0.4% 66% False False 14,046
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9492
2.618 0.9399
1.618 0.9342
1.000 0.9307
0.618 0.9285
HIGH 0.9250
0.618 0.9228
0.500 0.9222
0.382 0.9215
LOW 0.9193
0.618 0.9158
1.000 0.9136
1.618 0.9101
2.618 0.9044
4.250 0.8951
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 0.9222 0.9247
PP 0.9215 0.9232
S1 0.9209 0.9217

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

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