CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 0.8940 0.8925 -0.0015 -0.2% 0.8928
High 0.8947 0.8976 0.0029 0.3% 0.8995
Low 0.8900 0.8886 -0.0014 -0.2% 0.8840
Close 0.8915 0.8968 0.0053 0.6% 0.8848
Range 0.0047 0.0090 0.0043 91.5% 0.0155
ATR 0.0060 0.0062 0.0002 3.6% 0.0000
Volume 247 240 -7 -2.8% 4,608
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9213 0.9181 0.9018
R3 0.9123 0.9091 0.8993
R2 0.9033 0.9033 0.8985
R1 0.9001 0.9001 0.8976 0.9017
PP 0.8943 0.8943 0.8943 0.8952
S1 0.8911 0.8911 0.8960 0.8927
S2 0.8853 0.8853 0.8952
S3 0.8763 0.8821 0.8943
S4 0.8673 0.8731 0.8919
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 1.7% 0.0084 0.9% 83% False False 829
10 0.8995 0.8840 0.0155 1.7% 0.0066 0.7% 83% False False 563
20 0.9145 0.8840 0.0305 3.4% 0.0066 0.7% 42% False False 510
40 0.9205 0.8840 0.0365 4.1% 0.0045 0.5% 35% False False 287
60 0.9270 0.8840 0.0430 4.8% 0.0034 0.4% 30% False False 202
80 0.9356 0.8840 0.0516 5.8% 0.0028 0.3% 25% False False 160
100 0.9356 0.8840 0.0516 5.8% 0.0024 0.3% 25% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9359
2.618 0.9212
1.618 0.9122
1.000 0.9066
0.618 0.9032
HIGH 0.8976
0.618 0.8942
0.500 0.8931
0.382 0.8920
LOW 0.8886
0.618 0.8830
1.000 0.8796
1.618 0.8740
2.618 0.8650
4.250 0.8504
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 0.8956 0.8949
PP 0.8943 0.8931
S1 0.8931 0.8912

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

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