CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 0.8920 0.8927 0.0007 0.1% 0.8928
High 0.8995 0.8927 -0.0068 -0.8% 0.8995
Low 0.8914 0.8840 -0.0074 -0.8% 0.8840
Close 0.8927 0.8848 -0.0079 -0.9% 0.8848
Range 0.0081 0.0087 0.0006 7.4% 0.0155
ATR 0.0054 0.0057 0.0002 4.3% 0.0000
Volume 2,759 656 -2,103 -76.2% 4,608
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9133 0.9077 0.8896
R3 0.9046 0.8990 0.8872
R2 0.8959 0.8959 0.8864
R1 0.8903 0.8903 0.8856 0.8888
PP 0.8872 0.8872 0.8872 0.8864
S1 0.8816 0.8816 0.8840 0.8801
S2 0.8785 0.8785 0.8832
S3 0.8698 0.8729 0.8824
S4 0.8611 0.8642 0.8800
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9359 0.9259 0.8933
R3 0.9204 0.9104 0.8891
R2 0.9049 0.9049 0.8876
R1 0.8949 0.8949 0.8862 0.8922
PP 0.8894 0.8894 0.8894 0.8881
S1 0.8794 0.8794 0.8834 0.8767
S2 0.8739 0.8739 0.8820
S3 0.8584 0.8639 0.8805
S4 0.8429 0.8484 0.8763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8995 0.8840 0.0155 1.8% 0.0062 0.7% 5% False True 921
10 0.9113 0.8840 0.0273 3.1% 0.0063 0.7% 3% False True 571
20 0.9145 0.8840 0.0305 3.4% 0.0061 0.7% 3% False True 482
40 0.9205 0.8840 0.0365 4.1% 0.0040 0.5% 2% False True 273
60 0.9300 0.8840 0.0460 5.2% 0.0031 0.3% 2% False True 192
80 0.9356 0.8840 0.0516 5.8% 0.0025 0.3% 2% False True 154
100 0.9356 0.8840 0.0516 5.8% 0.0022 0.2% 2% False True 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9297
2.618 0.9155
1.618 0.9068
1.000 0.9014
0.618 0.8981
HIGH 0.8927
0.618 0.8894
0.500 0.8884
0.382 0.8873
LOW 0.8840
0.618 0.8786
1.000 0.8753
1.618 0.8699
2.618 0.8612
4.250 0.8470
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 0.8884 0.8918
PP 0.8872 0.8894
S1 0.8860 0.8871

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

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