CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 0.8928 0.8927 -0.0001 0.0% 0.9097
High 0.8946 0.8938 -0.0008 -0.1% 0.9113
Low 0.8913 0.8878 -0.0035 -0.4% 0.8918
Close 0.8934 0.8889 -0.0045 -0.5% 0.8928
Range 0.0033 0.0060 0.0027 81.8% 0.0195
ATR 0.0052 0.0053 0.0001 1.1% 0.0000
Volume 426 290 -136 -31.9% 1,108
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9082 0.9045 0.8922
R3 0.9022 0.8985 0.8906
R2 0.8962 0.8962 0.8900
R1 0.8925 0.8925 0.8895 0.8914
PP 0.8902 0.8902 0.8902 0.8896
S1 0.8865 0.8865 0.8884 0.8854
S2 0.8842 0.8842 0.8878
S3 0.8782 0.8805 0.8873
S4 0.8722 0.8745 0.8856
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 0.9008 0.8878 0.0130 1.5% 0.0049 0.6% 8% False True 240
10 0.9145 0.8878 0.0267 3.0% 0.0064 0.7% 4% False True 382
20 0.9187 0.8878 0.0309 3.5% 0.0054 0.6% 4% False True 301
40 0.9205 0.8878 0.0327 3.7% 0.0036 0.4% 3% False True 178
60 0.9337 0.8878 0.0459 5.2% 0.0027 0.3% 2% False True 130
80 0.9356 0.8878 0.0478 5.4% 0.0023 0.3% 2% False True 106
100 0.9356 0.8878 0.0478 5.4% 0.0020 0.2% 2% False True 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9193
2.618 0.9095
1.618 0.9035
1.000 0.8998
0.618 0.8975
HIGH 0.8938
0.618 0.8915
0.500 0.8908
0.382 0.8901
LOW 0.8878
0.618 0.8841
1.000 0.8818
1.618 0.8781
2.618 0.8721
4.250 0.8623
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 0.8908 0.8927
PP 0.8902 0.8914
S1 0.8895 0.8902

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

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