CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 0.9173 0.9183 0.0010 0.1% 0.9062
High 0.9173 0.9205 0.0032 0.3% 0.9205
Low 0.9168 0.9155 -0.0013 -0.1% 0.9061
Close 0.9171 0.9155 -0.0016 -0.2% 0.9155
Range 0.0005 0.0050 0.0045 900.0% 0.0144
ATR 0.0028 0.0029 0.0002 5.7% 0.0000
Volume 227 29 -198 -87.2% 397
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9322 0.9288 0.9183
R3 0.9272 0.9238 0.9169
R2 0.9222 0.9222 0.9164
R1 0.9188 0.9188 0.9160 0.9180
PP 0.9172 0.9172 0.9172 0.9168
S1 0.9138 0.9138 0.9150 0.9130
S2 0.9122 0.9122 0.9146
S3 0.9072 0.9088 0.9141
S4 0.9022 0.9038 0.9128
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9572 0.9508 0.9234
R3 0.9428 0.9364 0.9195
R2 0.9284 0.9284 0.9181
R1 0.9220 0.9220 0.9168 0.9252
PP 0.9140 0.9140 0.9140 0.9157
S1 0.9076 0.9076 0.9142 0.9108
S2 0.8996 0.8996 0.9129
S3 0.8852 0.8932 0.9115
S4 0.8708 0.8788 0.9076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9205 0.9061 0.0144 1.6% 0.0028 0.3% 65% True False 79
10 0.9205 0.9061 0.0144 1.6% 0.0020 0.2% 65% True False 73
20 0.9205 0.9060 0.0145 1.6% 0.0017 0.2% 66% True False 54
40 0.9337 0.9060 0.0277 3.0% 0.0013 0.1% 34% False False 45
60 0.9356 0.9060 0.0296 3.2% 0.0012 0.1% 32% False False 41
80 0.9356 0.9060 0.0296 3.2% 0.0011 0.1% 32% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9418
2.618 0.9336
1.618 0.9286
1.000 0.9255
0.618 0.9236
HIGH 0.9205
0.618 0.9186
0.500 0.9180
0.382 0.9174
LOW 0.9155
0.618 0.9124
1.000 0.9105
1.618 0.9074
2.618 0.9024
4.250 0.8943
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 0.9180 0.9162
PP 0.9172 0.9159
S1 0.9163 0.9157

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

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