CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 0.9092 0.9097 0.0005 0.1% 0.9201
High 0.9092 0.9109 0.0017 0.2% 0.9204
Low 0.9069 0.9097 0.0028 0.3% 0.9109
Close 0.9069 0.9109 0.0040 0.4% 0.9109
Range 0.0023 0.0012 -0.0011 -47.8% 0.0095
ATR 0.0024 0.0025 0.0001 4.7% 0.0000
Volume 1 22 21 2,100.0% 78
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9141 0.9137 0.9116
R3 0.9129 0.9125 0.9112
R2 0.9117 0.9117 0.9111
R1 0.9113 0.9113 0.9110 0.9115
PP 0.9105 0.9105 0.9105 0.9106
S1 0.9101 0.9101 0.9108 0.9103
S2 0.9093 0.9093 0.9107
S3 0.9081 0.9089 0.9106
S4 0.9069 0.9077 0.9102
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 0.9142 0.9069 0.0073 0.8% 0.0011 0.1% 55% False False 5
10 0.9270 0.9069 0.0201 2.2% 0.0013 0.1% 20% False False 14
20 0.9331 0.9069 0.0262 2.9% 0.0010 0.1% 15% False False 27
40 0.9356 0.9069 0.0287 3.2% 0.0010 0.1% 14% False False 34
60 0.9356 0.9069 0.0287 3.2% 0.0009 0.1% 14% False False 28
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9160
2.618 0.9140
1.618 0.9128
1.000 0.9121
0.618 0.9116
HIGH 0.9109
0.618 0.9104
0.500 0.9103
0.382 0.9102
LOW 0.9097
0.618 0.9090
1.000 0.9085
1.618 0.9078
2.618 0.9066
4.250 0.9046
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 0.9107 0.9104
PP 0.9105 0.9098
S1 0.9103 0.9093

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

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