CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 0.9153 0.9144 -0.0009 -0.1% 0.9150
High 0.9163 0.9158 -0.0005 -0.1% 0.9163
Low 0.9134 0.9096 -0.0038 -0.4% 0.9094
Close 0.9144 0.9106 -0.0038 -0.4% 0.9106
Range 0.0029 0.0062 0.0033 113.8% 0.0069
ATR 0.0044 0.0045 0.0001 3.0% 0.0000
Volume 49,796 63,582 13,786 27.7% 265,343
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9306 0.9268 0.9140
R3 0.9244 0.9206 0.9123
R2 0.9182 0.9182 0.9117
R1 0.9144 0.9144 0.9112 0.9132
PP 0.9120 0.9120 0.9120 0.9114
S1 0.9082 0.9082 0.9100 0.9070
S2 0.9058 0.9058 0.9095
S3 0.8996 0.9020 0.9089
S4 0.8934 0.8958 0.9072
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9328 0.9286 0.9144
R3 0.9259 0.9217 0.9125
R2 0.9190 0.9190 0.9119
R1 0.9148 0.9148 0.9112 0.9135
PP 0.9121 0.9121 0.9121 0.9114
S1 0.9079 0.9079 0.9100 0.9066
S2 0.9052 0.9052 0.9093
S3 0.8983 0.9010 0.9087
S4 0.8914 0.8941 0.9068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9163 0.9094 0.0069 0.8% 0.0047 0.5% 17% False False 53,068
10 0.9251 0.9094 0.0157 1.7% 0.0047 0.5% 8% False False 54,501
20 0.9326 0.9094 0.0232 2.5% 0.0044 0.5% 5% False False 50,226
40 0.9399 0.9094 0.0305 3.3% 0.0044 0.5% 4% False False 49,216
60 0.9399 0.9094 0.0305 3.3% 0.0041 0.4% 4% False False 35,404
80 0.9399 0.9018 0.0381 4.2% 0.0040 0.4% 23% False False 26,673
100 0.9399 0.8815 0.0584 6.4% 0.0042 0.5% 50% False False 21,395
120 0.9399 0.8815 0.0584 6.4% 0.0042 0.5% 50% False False 17,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9422
2.618 0.9320
1.618 0.9258
1.000 0.9220
0.618 0.9196
HIGH 0.9158
0.618 0.9134
0.500 0.9127
0.382 0.9120
LOW 0.9096
0.618 0.9058
1.000 0.9034
1.618 0.8996
2.618 0.8934
4.250 0.8833
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 0.9127 0.9129
PP 0.9120 0.9121
S1 0.9113 0.9114

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

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