CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 0.9145 0.9155 0.0010 0.1% 0.9150
High 0.9161 0.9179 0.0018 0.2% 0.9163
Low 0.9133 0.9149 0.0016 0.2% 0.9094
Close 0.9152 0.9162 0.0010 0.1% 0.9106
Range 0.0028 0.0030 0.0002 7.1% 0.0069
ATR 0.0043 0.0042 -0.0001 -2.2% 0.0000
Volume 47,047 33,235 -13,812 -29.4% 265,343
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9253 0.9238 0.9179
R3 0.9223 0.9208 0.9170
R2 0.9193 0.9193 0.9168
R1 0.9178 0.9178 0.9165 0.9186
PP 0.9163 0.9163 0.9163 0.9167
S1 0.9148 0.9148 0.9159 0.9156
S2 0.9133 0.9133 0.9157
S3 0.9103 0.9118 0.9154
S4 0.9073 0.9088 0.9146
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 0.9179 0.9096 0.0083 0.9% 0.0041 0.4% 80% True False 45,892
10 0.9179 0.9094 0.0085 0.9% 0.0043 0.5% 80% True False 49,570
20 0.9326 0.9094 0.0232 2.5% 0.0042 0.5% 29% False False 47,893
40 0.9399 0.9094 0.0305 3.3% 0.0043 0.5% 22% False False 49,177
60 0.9399 0.9094 0.0305 3.3% 0.0041 0.5% 22% False False 38,150
80 0.9399 0.9018 0.0381 4.2% 0.0040 0.4% 38% False False 28,736
100 0.9399 0.8888 0.0511 5.6% 0.0041 0.4% 54% False False 23,042
120 0.9399 0.8815 0.0584 6.4% 0.0042 0.5% 59% False False 19,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9307
2.618 0.9258
1.618 0.9228
1.000 0.9209
0.618 0.9198
HIGH 0.9179
0.618 0.9168
0.500 0.9164
0.382 0.9160
LOW 0.9149
0.618 0.9130
1.000 0.9119
1.618 0.9100
2.618 0.9070
4.250 0.9022
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 0.9164 0.9158
PP 0.9163 0.9154
S1 0.9163 0.9151

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

View Archives - Comment on this page... - Back to Index of Symbols