CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 0.9015 0.8986 -0.0029 -0.3% 0.8988
High 0.9061 0.9008 -0.0053 -0.6% 0.9145
Low 0.8985 0.8955 -0.0030 -0.3% 0.8977
Close 0.8993 0.8999 0.0006 0.1% 0.9086
Range 0.0076 0.0053 -0.0023 -30.3% 0.0168
ATR 0.0054 0.0054 0.0000 -0.1% 0.0000
Volume 253 198 -55 -21.7% 2,301
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9146 0.9126 0.9028
R3 0.9093 0.9073 0.9014
R2 0.9040 0.9040 0.9009
R1 0.9020 0.9020 0.9004 0.9030
PP 0.8987 0.8987 0.8987 0.8993
S1 0.8967 0.8967 0.8994 0.8977
S2 0.8934 0.8934 0.8989
S3 0.8881 0.8914 0.8984
S4 0.8828 0.8861 0.8970
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 0.8955 0.0190 2.1% 0.0074 0.8% 23% False True 532
10 0.9145 0.8955 0.0190 2.1% 0.0065 0.7% 23% False True 457
20 0.9205 0.8955 0.0250 2.8% 0.0052 0.6% 18% False True 269
40 0.9205 0.8955 0.0250 2.8% 0.0032 0.4% 18% False True 153
60 0.9356 0.8955 0.0401 4.5% 0.0025 0.3% 11% False True 114
80 0.9356 0.8955 0.0401 4.5% 0.0021 0.2% 11% False True 94
100 0.9356 0.8955 0.0401 4.5% 0.0018 0.2% 11% False True 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9233
2.618 0.9147
1.618 0.9094
1.000 0.9061
0.618 0.9041
HIGH 0.9008
0.618 0.8988
0.500 0.8982
0.382 0.8975
LOW 0.8955
0.618 0.8922
1.000 0.8902
1.618 0.8869
2.618 0.8816
4.250 0.8730
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 0.8993 0.9034
PP 0.8987 0.9022
S1 0.8982 0.9011

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

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