CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 0.9082 0.9118 0.0036 0.4% 0.9141
High 0.9094 0.9186 0.0092 1.0% 0.9141
Low 0.9078 0.9118 0.0040 0.4% 0.9073
Close 0.9087 0.9181 0.0094 1.0% 0.9091
Range 0.0016 0.0068 0.0052 325.0% 0.0068
ATR 0.0024 0.0029 0.0005 22.8% 0.0000
Volume 28 101 73 260.7% 336
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9366 0.9341 0.9218
R3 0.9298 0.9273 0.9200
R2 0.9230 0.9230 0.9193
R1 0.9205 0.9205 0.9187 0.9218
PP 0.9162 0.9162 0.9162 0.9168
S1 0.9137 0.9137 0.9175 0.9150
S2 0.9094 0.9094 0.9169
S3 0.9026 0.9069 0.9162
S4 0.8958 0.9001 0.9144
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 0.9186 0.9061 0.0125 1.4% 0.0017 0.2% 96% True False 42
10 0.9186 0.9061 0.0125 1.4% 0.0016 0.2% 96% True False 55
20 0.9186 0.9060 0.0126 1.4% 0.0015 0.2% 96% True False 41
40 0.9356 0.9060 0.0296 3.2% 0.0013 0.1% 41% False False 39
60 0.9356 0.9060 0.0296 3.2% 0.0011 0.1% 41% False False 37
80 0.9356 0.9060 0.0296 3.2% 0.0010 0.1% 41% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 0.9475
2.618 0.9364
1.618 0.9296
1.000 0.9254
0.618 0.9228
HIGH 0.9186
0.618 0.9160
0.500 0.9152
0.382 0.9144
LOW 0.9118
0.618 0.9076
1.000 0.9050
1.618 0.9008
2.618 0.8940
4.250 0.8829
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 0.9171 0.9162
PP 0.9162 0.9143
S1 0.9152 0.9124

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

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