CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 0.9110 0.9182 0.0072 0.8% 0.9062
High 0.9151 0.9187 0.0036 0.4% 0.9205
Low 0.9110 0.9149 0.0039 0.4% 0.9061
Close 0.9144 0.9149 0.0005 0.1% 0.9155
Range 0.0041 0.0038 -0.0003 -7.3% 0.0144
ATR 0.0031 0.0032 0.0001 2.6% 0.0000
Volume 252 6 -246 -97.6% 397
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9276 0.9250 0.9170
R3 0.9238 0.9212 0.9159
R2 0.9200 0.9200 0.9156
R1 0.9174 0.9174 0.9152 0.9168
PP 0.9162 0.9162 0.9162 0.9159
S1 0.9136 0.9136 0.9146 0.9130
S2 0.9124 0.9124 0.9142
S3 0.9086 0.9098 0.9139
S4 0.9048 0.9060 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 0.9107 0.0098 1.1% 0.0033 0.4% 43% False False 105
10 0.9205 0.9061 0.0144 1.6% 0.0025 0.3% 61% False False 73
20 0.9205 0.9060 0.0145 1.6% 0.0021 0.2% 61% False False 66
40 0.9331 0.9060 0.0271 3.0% 0.0015 0.2% 33% False False 46
60 0.9356 0.9060 0.0296 3.2% 0.0014 0.1% 30% False False 44
80 0.9356 0.9060 0.0296 3.2% 0.0012 0.1% 30% False False 38
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 0.9349
2.618 0.9286
1.618 0.9248
1.000 0.9225
0.618 0.9210
HIGH 0.9187
0.618 0.9172
0.500 0.9168
0.382 0.9164
LOW 0.9149
0.618 0.9126
1.000 0.9111
1.618 0.9088
2.618 0.9050
4.250 0.8988
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 0.9168 0.9148
PP 0.9162 0.9148
S1 0.9155 0.9147

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

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