CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 0.9135 0.9048 -0.0087 -1.0% 0.9130
High 0.9135 0.9075 -0.0060 -0.7% 0.9187
Low 0.9065 0.9025 -0.0040 -0.4% 0.9107
Close 0.9079 0.9048 -0.0031 -0.3% 0.9145
Range 0.0070 0.0050 -0.0020 -28.6% 0.0080
ATR 0.0034 0.0036 0.0001 4.2% 0.0000
Volume 16 59 43 268.8% 280
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9199 0.9174 0.9076
R3 0.9149 0.9124 0.9062
R2 0.9099 0.9099 0.9057
R1 0.9074 0.9074 0.9053 0.9073
PP 0.9049 0.9049 0.9049 0.9049
S1 0.9024 0.9024 0.9043 0.9023
S2 0.8999 0.8999 0.9039
S3 0.8949 0.8974 0.9034
S4 0.8899 0.8924 0.9021
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9386 0.9346 0.9189
R3 0.9306 0.9266 0.9167
R2 0.9226 0.9226 0.9160
R1 0.9186 0.9186 0.9152 0.9206
PP 0.9146 0.9146 0.9146 0.9157
S1 0.9106 0.9106 0.9138 0.9126
S2 0.9066 0.9066 0.9130
S3 0.8986 0.9026 0.9123
S4 0.8906 0.8946 0.9101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9187 0.9025 0.0162 1.8% 0.0041 0.4% 14% False True 68
10 0.9205 0.9025 0.0180 2.0% 0.0037 0.4% 13% False True 74
20 0.9205 0.9025 0.0180 2.0% 0.0024 0.3% 13% False True 58
40 0.9270 0.9025 0.0245 2.7% 0.0017 0.2% 9% False True 46
60 0.9356 0.9025 0.0331 3.7% 0.0015 0.2% 7% False True 45
80 0.9356 0.9025 0.0331 3.7% 0.0013 0.1% 7% False True 39
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9206
1.618 0.9156
1.000 0.9125
0.618 0.9106
HIGH 0.9075
0.618 0.9056
0.500 0.9050
0.382 0.9044
LOW 0.9025
0.618 0.8994
1.000 0.8975
1.618 0.8944
2.618 0.8894
4.250 0.8813
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 0.9050 0.9085
PP 0.9049 0.9073
S1 0.9049 0.9060

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

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