CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 0.9150 0.9159 0.0009 0.1% 0.9234
High 0.9161 0.9162 0.0001 0.0% 0.9251
Low 0.9137 0.9101 -0.0036 -0.4% 0.9128
Close 0.9157 0.9109 -0.0048 -0.5% 0.9149
Range 0.0024 0.0061 0.0037 154.2% 0.0123
ATR 0.0042 0.0044 0.0001 3.2% 0.0000
Volume 30,356 60,493 30,137 99.3% 279,671
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9307 0.9269 0.9143
R3 0.9246 0.9208 0.9126
R2 0.9185 0.9185 0.9120
R1 0.9147 0.9147 0.9115 0.9136
PP 0.9124 0.9124 0.9124 0.9118
S1 0.9086 0.9086 0.9103 0.9075
S2 0.9063 0.9063 0.9098
S3 0.9002 0.9025 0.9092
S4 0.8941 0.8964 0.9075
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 0.9207 0.9101 0.0106 1.2% 0.0048 0.5% 8% False True 56,426
10 0.9325 0.9101 0.0224 2.5% 0.0045 0.5% 4% False True 51,027
20 0.9392 0.9101 0.0291 3.2% 0.0044 0.5% 3% False True 49,484
40 0.9399 0.9101 0.0298 3.3% 0.0042 0.5% 3% False True 47,569
60 0.9399 0.9100 0.0299 3.3% 0.0040 0.4% 3% False False 32,530
80 0.9399 0.9018 0.0381 4.2% 0.0039 0.4% 24% False False 24,497
100 0.9399 0.8815 0.0584 6.4% 0.0042 0.5% 50% False False 19,656
120 0.9399 0.8815 0.0584 6.4% 0.0041 0.5% 50% False False 16,394
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 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9421
2.618 0.9322
1.618 0.9261
1.000 0.9223
0.618 0.9200
HIGH 0.9162
0.618 0.9139
0.500 0.9132
0.382 0.9124
LOW 0.9101
0.618 0.9063
1.000 0.9040
1.618 0.9002
2.618 0.8941
4.250 0.8842
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 0.9132 0.9140
PP 0.9124 0.9129
S1 0.9117 0.9119

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

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