CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 0.9311 0.9313 0.0002 0.0% 0.9317
High 0.9311 0.9317 0.0006 0.1% 0.9356
Low 0.9311 0.9311 0.0000 0.0% 0.9316
Close 0.9311 0.9311 0.0000 0.0% 0.9356
Range 0.0000 0.0006 0.0006 0.0040
ATR 0.0025 0.0024 -0.0001 -5.4% 0.0000
Volume 33 33 0 0.0% 47
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9331 0.9327 0.9314
R3 0.9325 0.9321 0.9313
R2 0.9319 0.9319 0.9312
R1 0.9315 0.9315 0.9312 0.9314
PP 0.9313 0.9313 0.9313 0.9313
S1 0.9309 0.9309 0.9310 0.9308
S2 0.9307 0.9307 0.9310
S3 0.9301 0.9303 0.9309
S4 0.9295 0.9297 0.9308
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9463 0.9449 0.9378
R3 0.9423 0.9409 0.9367
R2 0.9383 0.9383 0.9363
R1 0.9369 0.9369 0.9360 0.9376
PP 0.9343 0.9343 0.9343 0.9346
S1 0.9329 0.9329 0.9352 0.9336
S2 0.9303 0.9303 0.9349
S3 0.9263 0.9289 0.9345
S4 0.9223 0.9249 0.9334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9356 0.9311 0.0045 0.5% 0.0011 0.1% 0% False True 20
10 0.9356 0.9250 0.0106 1.1% 0.0009 0.1% 58% False False 15
20 0.9356 0.9105 0.0251 2.7% 0.0010 0.1% 82% False False 37
40 0.9356 0.9081 0.0275 3.0% 0.0008 0.1% 84% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9343
2.618 0.9333
1.618 0.9327
1.000 0.9323
0.618 0.9321
HIGH 0.9317
0.618 0.9315
0.500 0.9314
0.382 0.9313
LOW 0.9311
0.618 0.9307
1.000 0.9305
1.618 0.9301
2.618 0.9295
4.250 0.9286
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 0.9314 0.9334
PP 0.9313 0.9326
S1 0.9312 0.9319

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

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