CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 0.9183 0.9130 -0.0053 -0.6% 0.9062
High 0.9205 0.9136 -0.0069 -0.7% 0.9205
Low 0.9155 0.9107 -0.0048 -0.5% 0.9061
Close 0.9155 0.9111 -0.0044 -0.5% 0.9155
Range 0.0050 0.0029 -0.0021 -42.0% 0.0144
ATR 0.0029 0.0031 0.0001 4.5% 0.0000
Volume 29 12 -17 -58.6% 397
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9205 0.9187 0.9127
R3 0.9176 0.9158 0.9119
R2 0.9147 0.9147 0.9116
R1 0.9129 0.9129 0.9114 0.9124
PP 0.9118 0.9118 0.9118 0.9115
S1 0.9100 0.9100 0.9108 0.9095
S2 0.9089 0.9089 0.9106
S3 0.9060 0.9071 0.9103
S4 0.9031 0.9042 0.9095
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 0.9078 0.0127 1.4% 0.0034 0.4% 26% False False 79
10 0.9205 0.9061 0.0144 1.6% 0.0022 0.2% 35% False False 65
20 0.9205 0.9060 0.0145 1.6% 0.0019 0.2% 35% False False 54
40 0.9337 0.9060 0.0277 3.0% 0.0014 0.2% 18% False False 44
60 0.9356 0.9060 0.0296 3.2% 0.0012 0.1% 17% False False 41
80 0.9356 0.9060 0.0296 3.2% 0.0012 0.1% 17% False False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9259
2.618 0.9212
1.618 0.9183
1.000 0.9165
0.618 0.9154
HIGH 0.9136
0.618 0.9125
0.500 0.9122
0.382 0.9118
LOW 0.9107
0.618 0.9089
1.000 0.9078
1.618 0.9060
2.618 0.9031
4.250 0.8984
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 0.9122 0.9156
PP 0.9118 0.9141
S1 0.9115 0.9126

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

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