CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 0.9125 0.9205 0.0080 0.9% 0.9176
High 0.9231 0.9224 -0.0007 -0.1% 0.9189
Low 0.9123 0.9196 0.0073 0.8% 0.9096
Close 0.9221 0.9211 -0.0010 -0.1% 0.9131
Range 0.0108 0.0028 -0.0080 -74.1% 0.0093
ATR 0.0047 0.0045 -0.0001 -2.9% 0.0000
Volume 98,168 56,750 -41,418 -42.2% 203,298
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9294 0.9281 0.9226
R3 0.9266 0.9253 0.9219
R2 0.9238 0.9238 0.9216
R1 0.9225 0.9225 0.9214 0.9232
PP 0.9210 0.9210 0.9210 0.9214
S1 0.9197 0.9197 0.9208 0.9204
S2 0.9182 0.9182 0.9206
S3 0.9154 0.9169 0.9203
S4 0.9126 0.9141 0.9196
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9418 0.9367 0.9182
R3 0.9325 0.9274 0.9157
R2 0.9232 0.9232 0.9148
R1 0.9181 0.9181 0.9140 0.9160
PP 0.9139 0.9139 0.9139 0.9128
S1 0.9088 0.9088 0.9122 0.9067
S2 0.9046 0.9046 0.9114
S3 0.8953 0.8995 0.9105
S4 0.8860 0.8902 0.9080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9231 0.9088 0.0143 1.6% 0.0053 0.6% 86% False False 56,088
10 0.9231 0.9088 0.0143 1.6% 0.0047 0.5% 86% False False 49,222
20 0.9231 0.9088 0.0143 1.6% 0.0045 0.5% 86% False False 49,396
40 0.9399 0.9088 0.0311 3.4% 0.0044 0.5% 40% False False 49,242
60 0.9399 0.9088 0.0311 3.4% 0.0043 0.5% 40% False False 46,112
80 0.9399 0.9088 0.0311 3.4% 0.0042 0.5% 40% False False 34,842
100 0.9399 0.9018 0.0381 4.1% 0.0041 0.4% 51% False False 27,932
120 0.9399 0.8815 0.0584 6.3% 0.0042 0.5% 68% False False 23,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9343
2.618 0.9297
1.618 0.9269
1.000 0.9252
0.618 0.9241
HIGH 0.9224
0.618 0.9213
0.500 0.9210
0.382 0.9207
LOW 0.9196
0.618 0.9179
1.000 0.9168
1.618 0.9151
2.618 0.9123
4.250 0.9077
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 0.9211 0.9194
PP 0.9210 0.9177
S1 0.9210 0.9160

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

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