CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 0.9062 0.9082 0.0020 0.2% 0.9141
High 0.9062 0.9094 0.0032 0.4% 0.9141
Low 0.9061 0.9078 0.0017 0.2% 0.9073
Close 0.9062 0.9087 0.0025 0.3% 0.9091
Range 0.0001 0.0016 0.0015 1,500.0% 0.0068
ATR 0.0023 0.0024 0.0001 2.8% 0.0000
Volume 12 28 16 133.3% 336
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9134 0.9127 0.9096
R3 0.9118 0.9111 0.9091
R2 0.9102 0.9102 0.9090
R1 0.9095 0.9095 0.9088 0.9099
PP 0.9086 0.9086 0.9086 0.9088
S1 0.9079 0.9079 0.9086 0.9083
S2 0.9070 0.9070 0.9084
S3 0.9054 0.9063 0.9083
S4 0.9038 0.9047 0.9078
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 0.9094 0.9061 0.0033 0.4% 0.0008 0.1% 79% True False 43
10 0.9141 0.9061 0.0080 0.9% 0.0011 0.1% 33% False False 45
20 0.9142 0.9060 0.0082 0.9% 0.0013 0.1% 33% False False 36
40 0.9356 0.9060 0.0296 3.3% 0.0011 0.1% 9% False False 37
60 0.9356 0.9060 0.0296 3.3% 0.0010 0.1% 9% False False 36
80 0.9356 0.9060 0.0296 3.3% 0.0010 0.1% 9% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9162
2.618 0.9136
1.618 0.9120
1.000 0.9110
0.618 0.9104
HIGH 0.9094
0.618 0.9088
0.500 0.9086
0.382 0.9084
LOW 0.9078
0.618 0.9068
1.000 0.9062
1.618 0.9052
2.618 0.9036
4.250 0.9010
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 0.9087 0.9084
PP 0.9086 0.9081
S1 0.9086 0.9078

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

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