CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 0.9173 0.9166 -0.0007 -0.1% 0.9175
High 0.9203 0.9167 -0.0036 -0.4% 0.9218
Low 0.9150 0.9084 -0.0066 -0.7% 0.9116
Close 0.9166 0.9099 -0.0067 -0.7% 0.9166
Range 0.0053 0.0083 0.0030 56.6% 0.0102
ATR 0.0048 0.0050 0.0003 5.3% 0.0000
Volume 3,163 13,514 10,351 327.3% 16,743
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9366 0.9315 0.9145
R3 0.9283 0.9232 0.9122
R2 0.9200 0.9200 0.9114
R1 0.9149 0.9149 0.9107 0.9133
PP 0.9117 0.9117 0.9117 0.9109
S1 0.9066 0.9066 0.9091 0.9050
S2 0.9034 0.9034 0.9084
S3 0.8951 0.8983 0.9076
S4 0.8868 0.8900 0.9053
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9473 0.9421 0.9222
R3 0.9371 0.9319 0.9194
R2 0.9269 0.9269 0.9185
R1 0.9217 0.9217 0.9175 0.9192
PP 0.9167 0.9167 0.9167 0.9154
S1 0.9115 0.9115 0.9157 0.9090
S2 0.9065 0.9065 0.9147
S3 0.8963 0.9013 0.9138
S4 0.8861 0.8911 0.9110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9218 0.9084 0.0134 1.5% 0.0066 0.7% 11% False True 6,051
10 0.9226 0.9070 0.0156 1.7% 0.0059 0.7% 19% False False 3,961
20 0.9226 0.9070 0.0156 1.7% 0.0047 0.5% 19% False False 2,141
40 0.9304 0.9070 0.0234 2.6% 0.0043 0.5% 12% False False 1,238
60 0.9377 0.9070 0.0307 3.4% 0.0041 0.4% 9% False False 911
80 0.9377 0.9070 0.0307 3.4% 0.0036 0.4% 9% False False 715
100 0.9377 0.8999 0.0378 4.2% 0.0033 0.4% 26% False False 583
120 0.9377 0.8831 0.0546 6.0% 0.0033 0.4% 49% False False 495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9520
2.618 0.9384
1.618 0.9301
1.000 0.9250
0.618 0.9218
HIGH 0.9167
0.618 0.9135
0.500 0.9126
0.382 0.9116
LOW 0.9084
0.618 0.9033
1.000 0.9001
1.618 0.8950
2.618 0.8867
4.250 0.8731
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 0.9126 0.9151
PP 0.9117 0.9134
S1 0.9108 0.9116

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

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