CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 0.9137 0.9135 -0.0002 0.0% 0.9112
High 0.9137 0.9135 -0.0002 0.0% 0.9137
Low 0.9126 0.9135 0.0009 0.1% 0.9096
Close 0.9126 0.9135 0.0009 0.1% 0.9135
Range 0.0011 0.0000 -0.0011 -100.0% 0.0041
ATR 0.0000 0.0024 0.0024 0.0000
Volume 23 4 -19 -82.6% 43
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9135 0.9135 0.9135
R3 0.9135 0.9135 0.9135
R2 0.9135 0.9135 0.9135
R1 0.9135 0.9135 0.9135 0.9135
PP 0.9135 0.9135 0.9135 0.9135
S1 0.9135 0.9135 0.9135 0.9135
S2 0.9135 0.9135 0.9135
S3 0.9135 0.9135 0.9135
S4 0.9135 0.9135 0.9135
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9246 0.9231 0.9158
R3 0.9205 0.9190 0.9146
R2 0.9164 0.9164 0.9143
R1 0.9149 0.9149 0.9139 0.9157
PP 0.9123 0.9123 0.9123 0.9126
S1 0.9108 0.9108 0.9131 0.9116
S2 0.9082 0.9082 0.9127
S3 0.9041 0.9067 0.9124
S4 0.9000 0.9026 0.9112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9137 0.9096 0.0041 0.4% 0.0002 0.0% 95% False False 8
10 0.9173 0.9062 0.0111 1.2% 0.0007 0.1% 66% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9135
2.618 0.9135
1.618 0.9135
1.000 0.9135
0.618 0.9135
HIGH 0.9135
0.618 0.9135
0.500 0.9135
0.382 0.9135
LOW 0.9135
0.618 0.9135
1.000 0.9135
1.618 0.9135
2.618 0.9135
4.250 0.9135
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 0.9135 0.9134
PP 0.9135 0.9132
S1 0.9135 0.9131

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

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