CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 0.9085 0.9090 0.0005 0.1% 0.9104
High 0.9092 0.9090 -0.0002 0.0% 0.9137
Low 0.9073 0.9090 0.0017 0.2% 0.9097
Close 0.9073 0.9090 0.0017 0.2% 0.9134
Range 0.0019 0.0000 -0.0019 -100.0% 0.0040
ATR 0.0024 0.0024 -0.0001 -2.2% 0.0000
Volume 105 35 -70 -66.7% 128
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9090 0.9090 0.9090
R3 0.9090 0.9090 0.9090
R2 0.9090 0.9090 0.9090
R1 0.9090 0.9090 0.9090 0.9090
PP 0.9090 0.9090 0.9090 0.9090
S1 0.9090 0.9090 0.9090 0.9090
S2 0.9090 0.9090 0.9090
S3 0.9090 0.9090 0.9090
S4 0.9090 0.9090 0.9090
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9243 0.9228 0.9156
R3 0.9203 0.9188 0.9145
R2 0.9163 0.9163 0.9141
R1 0.9148 0.9148 0.9138 0.9156
PP 0.9123 0.9123 0.9123 0.9126
S1 0.9108 0.9108 0.9130 0.9116
S2 0.9083 0.9083 0.9127
S3 0.9043 0.9068 0.9123
S4 0.9003 0.9028 0.9112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9141 0.9073 0.0068 0.7% 0.0013 0.1% 25% False False 63
10 0.9141 0.9060 0.0081 0.9% 0.0015 0.2% 37% False False 55
20 0.9230 0.9060 0.0170 1.9% 0.0014 0.2% 18% False False 37
40 0.9356 0.9060 0.0296 3.3% 0.0012 0.1% 10% False False 36
60 0.9356 0.9060 0.0296 3.3% 0.0011 0.1% 10% False False 37
80 0.9356 0.9041 0.0315 3.5% 0.0009 0.1% 16% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9090
2.618 0.9090
1.618 0.9090
1.000 0.9090
0.618 0.9090
HIGH 0.9090
0.618 0.9090
0.500 0.9090
0.382 0.9090
LOW 0.9090
0.618 0.9090
1.000 0.9090
1.618 0.9090
2.618 0.9090
4.250 0.9090
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 0.9090 0.9098
PP 0.9090 0.9095
S1 0.9090 0.9093

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

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