CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 0.9161 0.9150 -0.0011 -0.1% 0.9234
High 0.9178 0.9161 -0.0017 -0.2% 0.9251
Low 0.9128 0.9137 0.0009 0.1% 0.9128
Close 0.9149 0.9157 0.0008 0.1% 0.9149
Range 0.0050 0.0024 -0.0026 -52.0% 0.0123
ATR 0.0044 0.0042 -0.0001 -3.2% 0.0000
Volume 64,481 30,356 -34,125 -52.9% 279,671
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9224 0.9214 0.9170
R3 0.9200 0.9190 0.9164
R2 0.9176 0.9176 0.9161
R1 0.9166 0.9166 0.9159 0.9171
PP 0.9152 0.9152 0.9152 0.9154
S1 0.9142 0.9142 0.9155 0.9147
S2 0.9128 0.9128 0.9153
S3 0.9104 0.9118 0.9150
S4 0.9080 0.9094 0.9144
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9545 0.9470 0.9217
R3 0.9422 0.9347 0.9183
R2 0.9299 0.9299 0.9172
R1 0.9224 0.9224 0.9160 0.9200
PP 0.9176 0.9176 0.9176 0.9164
S1 0.9101 0.9101 0.9138 0.9077
S2 0.9053 0.9053 0.9126
S3 0.8930 0.8978 0.9115
S4 0.8807 0.8855 0.9081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9250 0.9128 0.0122 1.3% 0.0047 0.5% 24% False False 54,677
10 0.9325 0.9128 0.0197 2.2% 0.0041 0.4% 15% False False 48,529
20 0.9392 0.9128 0.0264 2.9% 0.0043 0.5% 11% False False 48,471
40 0.9399 0.9109 0.0290 3.2% 0.0042 0.5% 17% False False 46,532
60 0.9399 0.9100 0.0299 3.3% 0.0040 0.4% 19% False False 31,543
80 0.9399 0.9018 0.0381 4.2% 0.0039 0.4% 36% False False 23,744
100 0.9399 0.8815 0.0584 6.4% 0.0042 0.5% 59% False False 19,054
120 0.9399 0.8815 0.0584 6.4% 0.0041 0.4% 59% False False 15,891
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9263
2.618 0.9224
1.618 0.9200
1.000 0.9185
0.618 0.9176
HIGH 0.9161
0.618 0.9152
0.500 0.9149
0.382 0.9146
LOW 0.9137
0.618 0.9122
1.000 0.9113
1.618 0.9098
2.618 0.9074
4.250 0.9035
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 0.9154 0.9157
PP 0.9152 0.9156
S1 0.9149 0.9156

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

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