CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 0.9090 0.9093 0.0003 0.0% 0.9141
High 0.9090 0.9093 0.0003 0.0% 0.9141
Low 0.9090 0.9091 0.0001 0.0% 0.9073
Close 0.9090 0.9091 0.0001 0.0% 0.9091
Range 0.0000 0.0002 0.0002 0.0068
ATR 0.0024 0.0022 -0.0001 -6.2% 0.0000
Volume 35 35 0 0.0% 336
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9098 0.9096 0.9092
R3 0.9096 0.9094 0.9092
R2 0.9094 0.9094 0.9091
R1 0.9092 0.9092 0.9091 0.9092
PP 0.9092 0.9092 0.9092 0.9092
S1 0.9090 0.9090 0.9091 0.9090
S2 0.9090 0.9090 0.9091
S3 0.9088 0.9088 0.9090
S4 0.9086 0.9086 0.9090
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9306 0.9266 0.9128
R3 0.9238 0.9198 0.9110
R2 0.9170 0.9170 0.9103
R1 0.9130 0.9130 0.9097 0.9116
PP 0.9102 0.9102 0.9102 0.9095
S1 0.9062 0.9062 0.9085 0.9048
S2 0.9034 0.9034 0.9079
S3 0.8966 0.8994 0.9072
S4 0.8898 0.8926 0.9054
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% 0.0011 0.1% 26% False False 67
10 0.9141 0.9073 0.0068 0.7% 0.0011 0.1% 26% False False 46
20 0.9204 0.9060 0.0144 1.6% 0.0012 0.1% 22% False False 38
40 0.9356 0.9060 0.0296 3.3% 0.0011 0.1% 10% False False 37
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 False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9102
2.618 0.9098
1.618 0.9096
1.000 0.9095
0.618 0.9094
HIGH 0.9093
0.618 0.9092
0.500 0.9092
0.382 0.9092
LOW 0.9091
0.618 0.9090
1.000 0.9089
1.618 0.9088
2.618 0.9086
4.250 0.9083
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 0.9092 0.9088
PP 0.9092 0.9086
S1 0.9091 0.9083

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

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