CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.9080 0.9008 -0.0072 -0.8% 0.9135
High 0.9080 0.9008 -0.0072 -0.8% 0.9135
Low 0.9005 0.8971 -0.0034 -0.4% 0.8971
Close 0.9006 0.8976 -0.0030 -0.3% 0.8976
Range 0.0075 0.0037 -0.0038 -50.7% 0.0164
ATR 0.0041 0.0040 0.0000 -0.7% 0.0000
Volume 1,083 375 -708 -65.4% 1,637
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9096 0.9073 0.8996
R3 0.9059 0.9036 0.8986
R2 0.9022 0.9022 0.8983
R1 0.8999 0.8999 0.8979 0.8992
PP 0.8985 0.8985 0.8985 0.8982
S1 0.8962 0.8962 0.8973 0.8955
S2 0.8948 0.8948 0.8969
S3 0.8911 0.8925 0.8966
S4 0.8874 0.8888 0.8956
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9519 0.9412 0.9066
R3 0.9355 0.9248 0.9021
R2 0.9191 0.9191 0.9006
R1 0.9084 0.9084 0.8991 0.9056
PP 0.9027 0.9027 0.9027 0.9013
S1 0.8920 0.8920 0.8961 0.8892
S2 0.8863 0.8863 0.8946
S3 0.8699 0.8756 0.8931
S4 0.8535 0.8592 0.8886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9135 0.8971 0.0164 1.8% 0.0053 0.6% 3% False True 327
10 0.9205 0.8971 0.0234 2.6% 0.0043 0.5% 2% False True 194
20 0.9205 0.8971 0.0234 2.6% 0.0029 0.3% 2% False True 133
40 0.9270 0.8971 0.0299 3.3% 0.0020 0.2% 2% False True 85
60 0.9356 0.8971 0.0385 4.3% 0.0018 0.2% 1% False True 64
80 0.9356 0.8971 0.0385 4.3% 0.0015 0.2% 1% False True 58
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9165
2.618 0.9105
1.618 0.9068
1.000 0.9045
0.618 0.9031
HIGH 0.9008
0.618 0.8994
0.500 0.8990
0.382 0.8985
LOW 0.8971
0.618 0.8948
1.000 0.8934
1.618 0.8911
2.618 0.8874
4.250 0.8814
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.8990 0.9038
PP 0.8985 0.9017
S1 0.8981 0.8997

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

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