CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 0.8959 0.8928 -0.0031 -0.3% 0.9097
High 0.8975 0.8946 -0.0029 -0.3% 0.9113
Low 0.8918 0.8913 -0.0005 -0.1% 0.8918
Close 0.8928 0.8934 0.0006 0.1% 0.8928
Range 0.0057 0.0033 -0.0024 -42.1% 0.0195
ATR 0.0054 0.0052 -0.0001 -2.8% 0.0000
Volume 125 426 301 240.8% 1,108
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9030 0.9015 0.8952
R3 0.8997 0.8982 0.8943
R2 0.8964 0.8964 0.8940
R1 0.8949 0.8949 0.8937 0.8957
PP 0.8931 0.8931 0.8931 0.8935
S1 0.8916 0.8916 0.8931 0.8924
S2 0.8898 0.8898 0.8928
S3 0.8865 0.8883 0.8925
S4 0.8832 0.8850 0.8916
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9571 0.9445 0.9035
R3 0.9376 0.9250 0.8982
R2 0.9181 0.9181 0.8964
R1 0.9055 0.9055 0.8946 0.9021
PP 0.8986 0.8986 0.8986 0.8969
S1 0.8860 0.8860 0.8910 0.8826
S2 0.8791 0.8791 0.8892
S3 0.8596 0.8665 0.8874
S4 0.8401 0.8470 0.8821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9061 0.8913 0.0148 1.7% 0.0053 0.6% 14% False True 233
10 0.9145 0.8913 0.0232 2.6% 0.0063 0.7% 9% False True 364
20 0.9187 0.8913 0.0274 3.1% 0.0053 0.6% 8% False True 287
40 0.9205 0.8913 0.0292 3.3% 0.0035 0.4% 7% False True 170
60 0.9337 0.8913 0.0424 4.7% 0.0026 0.3% 5% False True 126
80 0.9356 0.8913 0.0443 5.0% 0.0022 0.2% 5% False True 103
100 0.9356 0.8913 0.0443 5.0% 0.0019 0.2% 5% False True 85
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 0.0017
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9086
2.618 0.9032
1.618 0.8999
1.000 0.8979
0.618 0.8966
HIGH 0.8946
0.618 0.8933
0.500 0.8930
0.382 0.8926
LOW 0.8913
0.618 0.8893
1.000 0.8880
1.618 0.8860
2.618 0.8827
4.250 0.8773
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 0.8933 0.8954
PP 0.8931 0.8947
S1 0.8930 0.8941

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

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