CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 0.9025 0.9073 0.0048 0.5% 0.9135
High 0.9078 0.9110 0.0032 0.4% 0.9135
Low 0.9025 0.9035 0.0010 0.1% 0.8971
Close 0.9070 0.9074 0.0004 0.0% 0.8976
Range 0.0053 0.0075 0.0022 41.5% 0.0164
ATR 0.0043 0.0045 0.0002 5.4% 0.0000
Volume 113 157 44 38.9% 1,637
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9298 0.9261 0.9115
R3 0.9223 0.9186 0.9095
R2 0.9148 0.9148 0.9088
R1 0.9111 0.9111 0.9081 0.9130
PP 0.9073 0.9073 0.9073 0.9082
S1 0.9036 0.9036 0.9067 0.9055
S2 0.8998 0.8998 0.9060
S3 0.8923 0.8961 0.9053
S4 0.8848 0.8886 0.9033
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 0.9110 0.8971 0.0139 1.5% 0.0057 0.6% 74% True False 383
10 0.9187 0.8971 0.0216 2.4% 0.0048 0.5% 48% False False 211
20 0.9205 0.8971 0.0234 2.6% 0.0036 0.4% 44% False False 147
40 0.9270 0.8971 0.0299 3.3% 0.0025 0.3% 34% False False 89
60 0.9356 0.8971 0.0385 4.2% 0.0019 0.2% 27% False False 71
80 0.9356 0.8971 0.0385 4.2% 0.0017 0.2% 27% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9429
2.618 0.9306
1.618 0.9231
1.000 0.9185
0.618 0.9156
HIGH 0.9110
0.618 0.9081
0.500 0.9073
0.382 0.9064
LOW 0.9035
0.618 0.8989
1.000 0.8960
1.618 0.8914
2.618 0.8839
4.250 0.8716
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 0.9074 0.9064
PP 0.9073 0.9054
S1 0.9073 0.9044

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

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