CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 0.8988 0.9025 0.0037 0.4% 0.9135
High 0.9020 0.9078 0.0058 0.6% 0.9135
Low 0.8977 0.9025 0.0048 0.5% 0.8971
Close 0.9010 0.9070 0.0060 0.7% 0.8976
Range 0.0043 0.0053 0.0010 23.3% 0.0164
ATR 0.0041 0.0043 0.0002 4.8% 0.0000
Volume 188 113 -75 -39.9% 1,637
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9217 0.9196 0.9099
R3 0.9164 0.9143 0.9085
R2 0.9111 0.9111 0.9080
R1 0.9090 0.9090 0.9075 0.9101
PP 0.9058 0.9058 0.9058 0.9063
S1 0.9037 0.9037 0.9065 0.9048
S2 0.9005 0.9005 0.9060
S3 0.8952 0.8984 0.9055
S4 0.8899 0.8931 0.9041
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 0.9104 0.8971 0.0133 1.5% 0.0048 0.5% 74% False False 372
10 0.9187 0.8971 0.0216 2.4% 0.0045 0.5% 46% False False 220
20 0.9205 0.8971 0.0234 2.6% 0.0033 0.4% 42% False False 142
40 0.9270 0.8971 0.0299 3.3% 0.0023 0.2% 33% False False 86
60 0.9356 0.8971 0.0385 4.2% 0.0018 0.2% 26% False False 68
80 0.9356 0.8971 0.0385 4.2% 0.0016 0.2% 26% False False 61
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9303
2.618 0.9217
1.618 0.9164
1.000 0.9131
0.618 0.9111
HIGH 0.9078
0.618 0.9058
0.500 0.9052
0.382 0.9045
LOW 0.9025
0.618 0.8992
1.000 0.8972
1.618 0.8939
2.618 0.8886
4.250 0.8800
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 0.9064 0.9055
PP 0.9058 0.9040
S1 0.9052 0.9025

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

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