CME Canadian Dollar Future December 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 0.9166 0.9087 -0.0079 -0.9% 0.9175
High 0.9167 0.9098 -0.0069 -0.8% 0.9218
Low 0.9084 0.9043 -0.0041 -0.5% 0.9116
Close 0.9099 0.9068 -0.0031 -0.3% 0.9166
Range 0.0083 0.0055 -0.0028 -33.7% 0.0102
ATR 0.0050 0.0051 0.0000 0.8% 0.0000
Volume 13,514 19,940 6,426 47.6% 16,743
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9235 0.9206 0.9098
R3 0.9180 0.9151 0.9083
R2 0.9125 0.9125 0.9078
R1 0.9096 0.9096 0.9073 0.9083
PP 0.9070 0.9070 0.9070 0.9063
S1 0.9041 0.9041 0.9063 0.9028
S2 0.9015 0.9015 0.9058
S3 0.8960 0.8986 0.9053
S4 0.8905 0.8931 0.9038
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 0.9043 0.0175 1.9% 0.0065 0.7% 14% False True 9,519
10 0.9226 0.9043 0.0183 2.0% 0.0062 0.7% 14% False True 5,887
20 0.9226 0.9043 0.0183 2.0% 0.0048 0.5% 14% False True 3,118
40 0.9304 0.9043 0.0261 2.9% 0.0044 0.5% 10% False True 1,722
60 0.9377 0.9043 0.0334 3.7% 0.0041 0.5% 7% False True 1,239
80 0.9377 0.9043 0.0334 3.7% 0.0037 0.4% 7% False True 963
100 0.9377 0.8999 0.0378 4.2% 0.0034 0.4% 18% False False 782
120 0.9377 0.8831 0.0546 6.0% 0.0033 0.4% 43% False False 659
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9332
2.618 0.9242
1.618 0.9187
1.000 0.9153
0.618 0.9132
HIGH 0.9098
0.618 0.9077
0.500 0.9071
0.382 0.9064
LOW 0.9043
0.618 0.9009
1.000 0.8988
1.618 0.8954
2.618 0.8899
4.250 0.8809
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 0.9071 0.9123
PP 0.9070 0.9105
S1 0.9069 0.9086

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

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