CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 0.9130 0.9110 -0.0020 -0.2% 0.9062
High 0.9136 0.9151 0.0015 0.2% 0.9205
Low 0.9107 0.9110 0.0003 0.0% 0.9061
Close 0.9111 0.9144 0.0033 0.4% 0.9155
Range 0.0029 0.0041 0.0012 41.4% 0.0144
ATR 0.0031 0.0031 0.0001 2.4% 0.0000
Volume 12 252 240 2,000.0% 397
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9258 0.9242 0.9167
R3 0.9217 0.9201 0.9155
R2 0.9176 0.9176 0.9152
R1 0.9160 0.9160 0.9148 0.9168
PP 0.9135 0.9135 0.9135 0.9139
S1 0.9119 0.9119 0.9140 0.9127
S2 0.9094 0.9094 0.9136
S3 0.9053 0.9078 0.9133
S4 0.9012 0.9037 0.9121
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 0.9107 0.0098 1.1% 0.0039 0.4% 38% False False 124
10 0.9205 0.9061 0.0144 1.6% 0.0023 0.3% 58% False False 83
20 0.9205 0.9060 0.0145 1.6% 0.0019 0.2% 58% False False 67
40 0.9337 0.9060 0.0277 3.0% 0.0015 0.2% 30% False False 50
60 0.9356 0.9060 0.0296 3.2% 0.0013 0.1% 28% False False 46
80 0.9356 0.9060 0.0296 3.2% 0.0011 0.1% 28% False False 38
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 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 0.9325
2.618 0.9258
1.618 0.9217
1.000 0.9192
0.618 0.9176
HIGH 0.9151
0.618 0.9135
0.500 0.9131
0.382 0.9126
LOW 0.9110
0.618 0.9085
1.000 0.9069
1.618 0.9044
2.618 0.9003
4.250 0.8936
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 0.9140 0.9156
PP 0.9135 0.9152
S1 0.9131 0.9148

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

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