CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 0.9097 0.9015 -0.0082 -0.9% 0.8988
High 0.9113 0.9061 -0.0052 -0.6% 0.9145
Low 0.9019 0.8985 -0.0034 -0.4% 0.8977
Close 0.9026 0.8993 -0.0033 -0.4% 0.9086
Range 0.0094 0.0076 -0.0018 -19.1% 0.0168
ATR 0.0052 0.0054 0.0002 3.3% 0.0000
Volume 368 253 -115 -31.3% 2,301
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9241 0.9193 0.9035
R3 0.9165 0.9117 0.9014
R2 0.9089 0.9089 0.9007
R1 0.9041 0.9041 0.9000 0.9027
PP 0.9013 0.9013 0.9013 0.9006
S1 0.8965 0.8965 0.8986 0.8951
S2 0.8937 0.8937 0.8979
S3 0.8861 0.8889 0.8972
S4 0.8785 0.8813 0.8951
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 0.8985 0.0160 1.8% 0.0078 0.9% 5% False True 524
10 0.9145 0.8971 0.0174 1.9% 0.0063 0.7% 13% False False 448
20 0.9205 0.8971 0.0234 2.6% 0.0050 0.6% 9% False False 261
40 0.9205 0.8971 0.0234 2.6% 0.0031 0.3% 9% False False 148
60 0.9356 0.8971 0.0385 4.3% 0.0024 0.3% 6% False False 111
80 0.9356 0.8971 0.0385 4.3% 0.0020 0.2% 6% False False 93
100 0.9356 0.8971 0.0385 4.3% 0.0018 0.2% 6% False False 76
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9384
2.618 0.9260
1.618 0.9184
1.000 0.9137
0.618 0.9108
HIGH 0.9061
0.618 0.9032
0.500 0.9023
0.382 0.9014
LOW 0.8985
0.618 0.8938
1.000 0.8909
1.618 0.8862
2.618 0.8786
4.250 0.8662
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 0.9023 0.9065
PP 0.9013 0.9041
S1 0.9003 0.9017

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

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