CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 0.9115 0.9153 0.0038 0.4% 0.9234
High 0.9155 0.9163 0.0008 0.1% 0.9251
Low 0.9094 0.9134 0.0040 0.4% 0.9128
Close 0.9149 0.9144 -0.0005 -0.1% 0.9149
Range 0.0061 0.0029 -0.0032 -52.5% 0.0123
ATR 0.0045 0.0044 -0.0001 -2.5% 0.0000
Volume 61,116 49,796 -11,320 -18.5% 279,671
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9234 0.9218 0.9160
R3 0.9205 0.9189 0.9152
R2 0.9176 0.9176 0.9149
R1 0.9160 0.9160 0.9147 0.9154
PP 0.9147 0.9147 0.9147 0.9144
S1 0.9131 0.9131 0.9141 0.9125
S2 0.9118 0.9118 0.9139
S3 0.9089 0.9102 0.9136
S4 0.9060 0.9073 0.9128
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 0.9178 0.9094 0.0084 0.9% 0.0045 0.5% 60% False False 53,248
10 0.9301 0.9094 0.0207 2.3% 0.0048 0.5% 24% False False 54,575
20 0.9392 0.9094 0.0298 3.3% 0.0045 0.5% 17% False False 50,845
40 0.9399 0.9094 0.0305 3.3% 0.0043 0.5% 16% False False 48,868
60 0.9399 0.9094 0.0305 3.3% 0.0040 0.4% 16% False False 34,355
80 0.9399 0.9018 0.0381 4.2% 0.0040 0.4% 33% False False 25,879
100 0.9399 0.8815 0.0584 6.4% 0.0043 0.5% 56% False False 20,760
120 0.9399 0.8815 0.0584 6.4% 0.0041 0.5% 56% False False 17,318
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9286
2.618 0.9239
1.618 0.9210
1.000 0.9192
0.618 0.9181
HIGH 0.9163
0.618 0.9152
0.500 0.9149
0.382 0.9145
LOW 0.9134
0.618 0.9116
1.000 0.9105
1.618 0.9087
2.618 0.9058
4.250 0.9011
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 0.9149 0.9139
PP 0.9147 0.9134
S1 0.9146 0.9129

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

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