CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 0.9125 0.9137 0.0012 0.1% 0.9062
High 0.9125 0.9137 0.0012 0.1% 0.9173
Low 0.9125 0.9126 0.0001 0.0% 0.9062
Close 0.9125 0.9126 0.0001 0.0% 0.9104
Range 0.0000 0.0011 0.0011 0.0111
ATR
Volume 3 23 20 666.7% 30
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 0.9163 0.9155 0.9132
R3 0.9152 0.9144 0.9129
R2 0.9141 0.9141 0.9128
R1 0.9133 0.9133 0.9127 0.9132
PP 0.9130 0.9130 0.9130 0.9129
S1 0.9122 0.9122 0.9125 0.9121
S2 0.9119 0.9119 0.9124
S3 0.9108 0.9111 0.9123
S4 0.9097 0.9100 0.9120
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9446 0.9386 0.9165
R3 0.9335 0.9275 0.9135
R2 0.9224 0.9224 0.9124
R1 0.9164 0.9164 0.9114 0.9194
PP 0.9113 0.9113 0.9113 0.9128
S1 0.9053 0.9053 0.9094 0.9083
S2 0.9002 0.9002 0.9084
S3 0.8891 0.8942 0.9073
S4 0.8780 0.8831 0.9043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9162 0.9096 0.0066 0.7% 0.0014 0.2% 45% False False 9
10 0.9173 0.9041 0.0132 1.4% 0.0008 0.1% 64% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9184
2.618 0.9166
1.618 0.9155
1.000 0.9148
0.618 0.9144
HIGH 0.9137
0.618 0.9133
0.500 0.9132
0.382 0.9130
LOW 0.9126
0.618 0.9119
1.000 0.9115
1.618 0.9108
2.618 0.9097
4.250 0.9079
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 0.9132 0.9123
PP 0.9130 0.9120
S1 0.9128 0.9117

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

View Archives - Comment on this page... - Back to Index of Symbols