CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 0.9082 0.9080 -0.0002 0.0% 0.9130
High 0.9104 0.9080 -0.0024 -0.3% 0.9187
Low 0.9070 0.9005 -0.0065 -0.7% 0.9107
Close 0.9094 0.9006 -0.0088 -1.0% 0.9145
Range 0.0034 0.0075 0.0041 120.6% 0.0080
ATR 0.0037 0.0041 0.0004 10.0% 0.0000
Volume 104 1,083 979 941.3% 280
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9255 0.9206 0.9047
R3 0.9180 0.9131 0.9027
R2 0.9105 0.9105 0.9020
R1 0.9056 0.9056 0.9013 0.9043
PP 0.9030 0.9030 0.9030 0.9024
S1 0.8981 0.8981 0.8999 0.8968
S2 0.8955 0.8955 0.8992
S3 0.8880 0.8906 0.8985
S4 0.8805 0.8831 0.8965
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 0.9145 0.9005 0.0140 1.6% 0.0047 0.5% 1% False True 254
10 0.9205 0.9005 0.0200 2.2% 0.0040 0.4% 1% False True 179
20 0.9205 0.9005 0.0200 2.2% 0.0028 0.3% 1% False True 117
40 0.9270 0.9005 0.0265 2.9% 0.0020 0.2% 0% False True 76
60 0.9356 0.9005 0.0351 3.9% 0.0017 0.2% 0% False True 57
80 0.9356 0.9005 0.0351 3.9% 0.0014 0.2% 0% False True 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 0.9399
2.618 0.9276
1.618 0.9201
1.000 0.9155
0.618 0.9126
HIGH 0.9080
0.618 0.9051
0.500 0.9043
0.382 0.9034
LOW 0.9005
0.618 0.8959
1.000 0.8930
1.618 0.8884
2.618 0.8809
4.250 0.8686
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 0.9043 0.9055
PP 0.9030 0.9038
S1 0.9018 0.9022

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

View Archives - Comment on this page... - Back to Index of Symbols