CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 0.9144 0.9106 -0.0038 -0.4% 0.9150
High 0.9158 0.9151 -0.0007 -0.1% 0.9163
Low 0.9096 0.9101 0.0005 0.1% 0.9094
Close 0.9106 0.9143 0.0037 0.4% 0.9106
Range 0.0062 0.0050 -0.0012 -19.4% 0.0069
ATR 0.0045 0.0045 0.0000 0.8% 0.0000
Volume 63,582 48,202 -15,380 -24.2% 265,343
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9282 0.9262 0.9171
R3 0.9232 0.9212 0.9157
R2 0.9182 0.9182 0.9152
R1 0.9162 0.9162 0.9148 0.9172
PP 0.9132 0.9132 0.9132 0.9137
S1 0.9112 0.9112 0.9138 0.9122
S2 0.9082 0.9082 0.9134
S3 0.9032 0.9062 0.9129
S4 0.8982 0.9012 0.9116
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% 0.0053 0.6% 71% False False 56,637
10 0.9250 0.9094 0.0156 1.7% 0.0050 0.5% 31% False False 55,657
20 0.9326 0.9094 0.0232 2.5% 0.0045 0.5% 21% False False 50,435
40 0.9399 0.9094 0.0305 3.3% 0.0045 0.5% 16% False False 49,361
60 0.9399 0.9094 0.0305 3.3% 0.0041 0.5% 16% False False 36,204
80 0.9399 0.9018 0.0381 4.2% 0.0040 0.4% 33% False False 27,270
100 0.9399 0.8834 0.0565 6.2% 0.0041 0.5% 55% False False 21,875
120 0.9399 0.8815 0.0584 6.4% 0.0042 0.5% 56% False False 18,248
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9364
2.618 0.9282
1.618 0.9232
1.000 0.9201
0.618 0.9182
HIGH 0.9151
0.618 0.9132
0.500 0.9126
0.382 0.9120
LOW 0.9101
0.618 0.9070
1.000 0.9051
1.618 0.9020
2.618 0.8970
4.250 0.8889
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 0.9137 0.9139
PP 0.9132 0.9134
S1 0.9126 0.9130

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

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