CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 0.8925 0.8977 0.0052 0.6% 0.8928
High 0.8976 0.8987 0.0011 0.1% 0.8995
Low 0.8886 0.8905 0.0019 0.2% 0.8840
Close 0.8968 0.8920 -0.0048 -0.5% 0.8848
Range 0.0090 0.0082 -0.0008 -8.9% 0.0155
ATR 0.0062 0.0063 0.0001 2.3% 0.0000
Volume 240 460 220 91.7% 4,608
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9183 0.9134 0.8965
R3 0.9101 0.9052 0.8943
R2 0.9019 0.9019 0.8935
R1 0.8970 0.8970 0.8928 0.8954
PP 0.8937 0.8937 0.8937 0.8929
S1 0.8888 0.8888 0.8912 0.8872
S2 0.8855 0.8855 0.8905
S3 0.8773 0.8806 0.8897
S4 0.8691 0.8724 0.8875
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 0.8987 0.8840 0.0147 1.6% 0.0084 0.9% 54% True False 370
10 0.8995 0.8840 0.0155 1.7% 0.0070 0.8% 52% False False 592
20 0.9145 0.8840 0.0305 3.4% 0.0066 0.7% 26% False False 479
40 0.9205 0.8840 0.0365 4.1% 0.0047 0.5% 22% False False 298
60 0.9270 0.8840 0.0430 4.8% 0.0035 0.4% 19% False False 210
80 0.9356 0.8840 0.0516 5.8% 0.0029 0.3% 16% False False 163
100 0.9356 0.8840 0.0516 5.8% 0.0025 0.3% 16% False False 138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9336
2.618 0.9202
1.618 0.9120
1.000 0.9069
0.618 0.9038
HIGH 0.8987
0.618 0.8956
0.500 0.8946
0.382 0.8936
LOW 0.8905
0.618 0.8854
1.000 0.8823
1.618 0.8772
2.618 0.8690
4.250 0.8557
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 0.8946 0.8937
PP 0.8937 0.8931
S1 0.8929 0.8926

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

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