CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 0.9098 0.9097 -0.0001 0.0% 0.8988
High 0.9145 0.9113 -0.0032 -0.3% 0.9145
Low 0.9073 0.9019 -0.0054 -0.6% 0.8977
Close 0.9086 0.9026 -0.0060 -0.7% 0.9086
Range 0.0072 0.0094 0.0022 30.6% 0.0168
ATR 0.0049 0.0052 0.0003 6.6% 0.0000
Volume 273 368 95 34.8% 2,301
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9335 0.9274 0.9078
R3 0.9241 0.9180 0.9052
R2 0.9147 0.9147 0.9043
R1 0.9086 0.9086 0.9035 0.9070
PP 0.9053 0.9053 0.9053 0.9044
S1 0.8992 0.8992 0.9017 0.8976
S2 0.8959 0.8959 0.9009
S3 0.8865 0.8898 0.9000
S4 0.8771 0.8804 0.8974
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9573 0.9498 0.9178
R3 0.9405 0.9330 0.9132
R2 0.9237 0.9237 0.9117
R1 0.9162 0.9162 0.9101 0.9200
PP 0.9069 0.9069 0.9069 0.9088
S1 0.8994 0.8994 0.9071 0.9032
S2 0.8901 0.8901 0.9055
S3 0.8733 0.8826 0.9040
S4 0.8565 0.8658 0.8994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9145 0.9019 0.0126 1.4% 0.0074 0.8% 6% False True 496
10 0.9145 0.8971 0.0174 1.9% 0.0061 0.7% 32% False False 429
20 0.9205 0.8971 0.0234 2.6% 0.0047 0.5% 24% False False 249
40 0.9205 0.8971 0.0234 2.6% 0.0029 0.3% 24% False False 143
60 0.9356 0.8971 0.0385 4.3% 0.0023 0.3% 14% False False 107
80 0.9356 0.8971 0.0385 4.3% 0.0020 0.2% 14% False False 90
100 0.9356 0.8971 0.0385 4.3% 0.0017 0.2% 14% False False 74
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 0.0013
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 0.9513
2.618 0.9359
1.618 0.9265
1.000 0.9207
0.618 0.9171
HIGH 0.9113
0.618 0.9077
0.500 0.9066
0.382 0.9055
LOW 0.9019
0.618 0.8961
1.000 0.8925
1.618 0.8867
2.618 0.8773
4.250 0.8620
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 0.9066 0.9082
PP 0.9053 0.9063
S1 0.9039 0.9045

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

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