CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 0.9159 0.9115 -0.0044 -0.5% 0.9234
High 0.9162 0.9155 -0.0007 -0.1% 0.9251
Low 0.9101 0.9094 -0.0007 -0.1% 0.9128
Close 0.9109 0.9149 0.0040 0.4% 0.9149
Range 0.0061 0.0061 0.0000 0.0% 0.0123
ATR 0.0044 0.0045 0.0001 2.9% 0.0000
Volume 60,493 61,116 623 1.0% 279,671
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9316 0.9293 0.9183
R3 0.9255 0.9232 0.9166
R2 0.9194 0.9194 0.9160
R1 0.9171 0.9171 0.9155 0.9183
PP 0.9133 0.9133 0.9133 0.9138
S1 0.9110 0.9110 0.9143 0.9122
S2 0.9072 0.9072 0.9138
S3 0.9011 0.9049 0.9132
S4 0.8950 0.8988 0.9115
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 0.9184 0.9094 0.0090 1.0% 0.0048 0.5% 61% False True 55,591
10 0.9318 0.9094 0.0224 2.4% 0.0048 0.5% 25% False True 53,032
20 0.9392 0.9094 0.0298 3.3% 0.0045 0.5% 18% False True 50,413
40 0.9399 0.9094 0.0305 3.3% 0.0043 0.5% 18% False True 48,490
60 0.9399 0.9094 0.0305 3.3% 0.0041 0.4% 18% False True 33,530
80 0.9399 0.9018 0.0381 4.2% 0.0040 0.4% 34% False False 25,259
100 0.9399 0.8815 0.0584 6.4% 0.0042 0.5% 57% False False 20,263
120 0.9399 0.8815 0.0584 6.4% 0.0041 0.5% 57% False False 16,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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
Fibonacci Retracements and Extensions
4.250 0.9414
2.618 0.9315
1.618 0.9254
1.000 0.9216
0.618 0.9193
HIGH 0.9155
0.618 0.9132
0.500 0.9125
0.382 0.9117
LOW 0.9094
0.618 0.9056
1.000 0.9033
1.618 0.8995
2.618 0.8934
4.250 0.8835
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 0.9141 0.9142
PP 0.9133 0.9135
S1 0.9125 0.9128

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

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