CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 0.9112 0.9117 0.0005 0.1% 0.9201
High 0.9112 0.9117 0.0005 0.1% 0.9204
Low 0.9109 0.9117 0.0008 0.1% 0.9109
Close 0.9109 0.9117 0.0008 0.1% 0.9109
Range 0.0003 0.0000 -0.0003 -100.0% 0.0095
ATR 0.0023 0.0022 -0.0001 -4.7% 0.0000
Volume 1 1 0 0.0% 78
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9117 0.9117 0.9117
R3 0.9117 0.9117 0.9117
R2 0.9117 0.9117 0.9117
R1 0.9117 0.9117 0.9117 0.9117
PP 0.9117 0.9117 0.9117 0.9117
S1 0.9117 0.9117 0.9117 0.9117
S2 0.9117 0.9117 0.9117
S3 0.9117 0.9117 0.9117
S4 0.9117 0.9117 0.9117
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9426 0.9362 0.9161
R3 0.9331 0.9267 0.9135
R2 0.9236 0.9236 0.9126
R1 0.9172 0.9172 0.9118 0.9157
PP 0.9141 0.9141 0.9141 0.9133
S1 0.9077 0.9077 0.9100 0.9062
S2 0.9046 0.9046 0.9092
S3 0.8951 0.8982 0.9083
S4 0.8856 0.8887 0.9057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9162 0.9109 0.0053 0.6% 0.0007 0.1% 15% False False 1
10 0.9270 0.9109 0.0161 1.8% 0.0009 0.1% 5% False False 17
20 0.9337 0.9109 0.0228 2.5% 0.0009 0.1% 4% False False 35
40 0.9356 0.9102 0.0254 2.8% 0.0009 0.1% 6% False False 35
60 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 13% False False 28
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9117
2.618 0.9117
1.618 0.9117
1.000 0.9117
0.618 0.9117
HIGH 0.9117
0.618 0.9117
0.500 0.9117
0.382 0.9117
LOW 0.9117
0.618 0.9117
1.000 0.9117
1.618 0.9117
2.618 0.9117
4.250 0.9117
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 0.9117 0.9126
PP 0.9117 0.9123
S1 0.9117 0.9120

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

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