CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 0.9134 0.9110 -0.0024 -0.3% 0.9106
High 0.9142 0.9135 -0.0007 -0.1% 0.9202
Low 0.9106 0.9096 -0.0010 -0.1% 0.9101
Close 0.9113 0.9130 0.0017 0.2% 0.9174
Range 0.0036 0.0039 0.0003 8.3% 0.0101
ATR 0.0042 0.0042 0.0000 -0.5% 0.0000
Volume 50,705 34,921 -15,784 -31.1% 226,742
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9237 0.9223 0.9151
R3 0.9198 0.9184 0.9141
R2 0.9159 0.9159 0.9137
R1 0.9145 0.9145 0.9134 0.9152
PP 0.9120 0.9120 0.9120 0.9124
S1 0.9106 0.9106 0.9126 0.9113
S2 0.9081 0.9081 0.9123
S3 0.9042 0.9067 0.9119
S4 0.9003 0.9028 0.9109
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9462 0.9419 0.9230
R3 0.9361 0.9318 0.9202
R2 0.9260 0.9260 0.9193
R1 0.9217 0.9217 0.9183 0.9239
PP 0.9159 0.9159 0.9159 0.9170
S1 0.9116 0.9116 0.9165 0.9138
S2 0.9058 0.9058 0.9155
S3 0.8957 0.9015 0.9146
S4 0.8856 0.8914 0.9118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9202 0.9096 0.0106 1.2% 0.0040 0.4% 32% False True 42,356
10 0.9202 0.9096 0.0106 1.2% 0.0040 0.4% 32% False True 44,124
20 0.9301 0.9094 0.0207 2.3% 0.0044 0.5% 17% False False 49,349
40 0.9399 0.9094 0.0305 3.3% 0.0043 0.5% 12% False False 47,837
60 0.9399 0.9094 0.0305 3.3% 0.0042 0.5% 12% False False 41,651
80 0.9399 0.9046 0.0353 3.9% 0.0041 0.4% 24% False False 31,373
100 0.9399 0.8999 0.0400 4.4% 0.0040 0.4% 33% False False 25,141
120 0.9399 0.8815 0.0584 6.4% 0.0042 0.5% 54% False False 20,990
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9301
2.618 0.9237
1.618 0.9198
1.000 0.9174
0.618 0.9159
HIGH 0.9135
0.618 0.9120
0.500 0.9116
0.382 0.9111
LOW 0.9096
0.618 0.9072
1.000 0.9057
1.618 0.9033
2.618 0.8994
4.250 0.8930
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 0.9125 0.9138
PP 0.9120 0.9135
S1 0.9116 0.9133

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

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