CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 0.8986 0.8994 0.0008 0.1% 0.8988
High 0.9008 0.8994 -0.0014 -0.2% 0.9145
Low 0.8955 0.8950 -0.0005 -0.1% 0.8977
Close 0.8999 0.8973 -0.0026 -0.3% 0.9086
Range 0.0053 0.0044 -0.0009 -17.0% 0.0168
ATR 0.0054 0.0053 0.0000 -0.6% 0.0000
Volume 198 164 -34 -17.2% 2,301
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9104 0.9083 0.8997
R3 0.9060 0.9039 0.8985
R2 0.9016 0.9016 0.8981
R1 0.8995 0.8995 0.8977 0.8984
PP 0.8972 0.8972 0.8972 0.8967
S1 0.8951 0.8951 0.8969 0.8940
S2 0.8928 0.8928 0.8965
S3 0.8884 0.8907 0.8961
S4 0.8840 0.8863 0.8949
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 0.8950 0.0195 2.2% 0.0068 0.8% 12% False True 251
10 0.9145 0.8950 0.0195 2.2% 0.0062 0.7% 12% False True 365
20 0.9205 0.8950 0.0255 2.8% 0.0051 0.6% 9% False True 272
40 0.9205 0.8950 0.0255 2.8% 0.0033 0.4% 9% False True 157
60 0.9356 0.8950 0.0406 4.5% 0.0026 0.3% 6% False True 117
80 0.9356 0.8950 0.0406 4.5% 0.0021 0.2% 6% False True 96
100 0.9356 0.8950 0.0406 4.5% 0.0019 0.2% 6% False True 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9181
2.618 0.9109
1.618 0.9065
1.000 0.9038
0.618 0.9021
HIGH 0.8994
0.618 0.8977
0.500 0.8972
0.382 0.8967
LOW 0.8950
0.618 0.8923
1.000 0.8906
1.618 0.8879
2.618 0.8835
4.250 0.8763
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 0.8973 0.9006
PP 0.8972 0.8995
S1 0.8972 0.8984

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

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