CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 0.9186 0.9108 -0.0078 -0.8% 0.9193
High 0.9187 0.9118 -0.0069 -0.8% 0.9238
Low 0.9103 0.9062 -0.0041 -0.5% 0.9135
Close 0.9119 0.9087 -0.0032 -0.4% 0.9186
Range 0.0084 0.0056 -0.0028 -33.3% 0.0103
ATR 0.0052 0.0052 0.0000 0.7% 0.0000
Volume 66,790 84,102 17,312 25.9% 245,250
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9257 0.9228 0.9118
R3 0.9201 0.9172 0.9102
R2 0.9145 0.9145 0.9097
R1 0.9116 0.9116 0.9092 0.9103
PP 0.9089 0.9089 0.9089 0.9082
S1 0.9060 0.9060 0.9082 0.9047
S2 0.9033 0.9033 0.9077
S3 0.8977 0.9004 0.9072
S4 0.8921 0.8948 0.9056
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9495 0.9444 0.9243
R3 0.9392 0.9341 0.9214
R2 0.9289 0.9289 0.9205
R1 0.9238 0.9238 0.9195 0.9212
PP 0.9186 0.9186 0.9186 0.9174
S1 0.9135 0.9135 0.9177 0.9109
S2 0.9083 0.9083 0.9167
S3 0.8980 0.9032 0.9158
S4 0.8877 0.8929 0.9129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9238 0.9062 0.0176 1.9% 0.0062 0.7% 14% False True 64,981
10 0.9247 0.9062 0.0185 2.0% 0.0062 0.7% 14% False True 64,700
20 0.9247 0.9062 0.0185 2.0% 0.0050 0.5% 14% False True 52,969
40 0.9326 0.9062 0.0264 2.9% 0.0047 0.5% 9% False True 51,702
60 0.9399 0.9062 0.0337 3.7% 0.0046 0.5% 7% False True 50,564
80 0.9399 0.9062 0.0337 3.7% 0.0043 0.5% 7% False True 40,396
100 0.9399 0.9018 0.0381 4.2% 0.0042 0.5% 18% False False 32,410
120 0.9399 0.8834 0.0565 6.2% 0.0043 0.5% 45% False False 27,058
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9356
2.618 0.9265
1.618 0.9209
1.000 0.9174
0.618 0.9153
HIGH 0.9118
0.618 0.9097
0.500 0.9090
0.382 0.9083
LOW 0.9062
0.618 0.9027
1.000 0.9006
1.618 0.8971
2.618 0.8915
4.250 0.8824
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 0.9090 0.9134
PP 0.9089 0.9118
S1 0.9088 0.9103

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

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