CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 0.9317 0.9344 0.0027 0.3% 0.9266
High 0.9317 0.9344 0.0027 0.3% 0.9322
Low 0.9317 0.9344 0.0027 0.3% 0.9250
Close 0.9317 0.9344 0.0027 0.3% 0.9322
Range
ATR 0.0021 0.0022 0.0000 1.9% 0.0000
Volume 13 13 0 0.0% 48
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9344 0.9344 0.9344
R3 0.9344 0.9344 0.9344
R2 0.9344 0.9344 0.9344
R1 0.9344 0.9344 0.9344 0.9344
PP 0.9344 0.9344 0.9344 0.9344
S1 0.9344 0.9344 0.9344 0.9344
S2 0.9344 0.9344 0.9344
S3 0.9344 0.9344 0.9344
S4 0.9344 0.9344 0.9344
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9514 0.9490 0.9362
R3 0.9442 0.9418 0.9342
R2 0.9370 0.9370 0.9335
R1 0.9346 0.9346 0.9329 0.9358
PP 0.9298 0.9298 0.9298 0.9304
S1 0.9274 0.9274 0.9315 0.9286
S2 0.9226 0.9226 0.9309
S3 0.9154 0.9202 0.9302
S4 0.9082 0.9130 0.9282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9344 0.9264 0.0080 0.9% 0.0006 0.1% 100% True False 10
10 0.9344 0.9140 0.0204 2.2% 0.0010 0.1% 100% True False 8
20 0.9344 0.9081 0.0263 2.8% 0.0009 0.1% 100% True False 34
40 0.9344 0.9081 0.0263 2.8% 0.0008 0.1% 100% True False 24
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9344
2.618 0.9344
1.618 0.9344
1.000 0.9344
0.618 0.9344
HIGH 0.9344
0.618 0.9344
0.500 0.9344
0.382 0.9344
LOW 0.9344
0.618 0.9344
1.000 0.9344
1.618 0.9344
2.618 0.9344
4.250 0.9344
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 0.9344 0.9338
PP 0.9344 0.9332
S1 0.9344 0.9326

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

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