CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 0.9073 0.9039 -0.0034 -0.4% 0.9135
High 0.9110 0.9110 0.0000 0.0% 0.9135
Low 0.9035 0.9035 0.0000 0.0% 0.8971
Close 0.9074 0.9089 0.0015 0.2% 0.8976
Range 0.0075 0.0075 0.0000 0.0% 0.0164
ATR 0.0045 0.0047 0.0002 4.8% 0.0000
Volume 157 1,570 1,413 900.0% 1,637
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9303 0.9271 0.9130
R3 0.9228 0.9196 0.9110
R2 0.9153 0.9153 0.9103
R1 0.9121 0.9121 0.9096 0.9137
PP 0.9078 0.9078 0.9078 0.9086
S1 0.9046 0.9046 0.9082 0.9062
S2 0.9003 0.9003 0.9075
S3 0.8928 0.8971 0.9068
S4 0.8853 0.8896 0.9048
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% 85% True False 480
10 0.9145 0.8971 0.0174 1.9% 0.0052 0.6% 68% False False 367
20 0.9205 0.8971 0.0234 2.6% 0.0038 0.4% 50% False False 220
40 0.9270 0.8971 0.0299 3.3% 0.0026 0.3% 39% False False 128
60 0.9356 0.8971 0.0385 4.2% 0.0020 0.2% 31% False False 97
80 0.9356 0.8971 0.0385 4.2% 0.0018 0.2% 31% False False 82
Crabel Price Patterns
NR False
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 0.0009
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 18-Sep-2014
Pivot 1 day 3 day
R1 0.9084 0.9082
PP 0.9078 0.9075
S1 0.9073 0.9068

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

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