CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 0.8977 0.8906 -0.0071 -0.8% 0.8848
High 0.8987 0.8925 -0.0062 -0.7% 0.8987
Low 0.8905 0.8870 -0.0035 -0.4% 0.8848
Close 0.8920 0.8884 -0.0036 -0.4% 0.8884
Range 0.0082 0.0055 -0.0027 -32.9% 0.0139
ATR 0.0063 0.0063 -0.0001 -0.9% 0.0000
Volume 460 241 -219 -47.6% 1,435
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9058 0.9026 0.8914
R3 0.9003 0.8971 0.8899
R2 0.8948 0.8948 0.8894
R1 0.8916 0.8916 0.8889 0.8905
PP 0.8893 0.8893 0.8893 0.8887
S1 0.8861 0.8861 0.8879 0.8850
S2 0.8838 0.8838 0.8874
S3 0.8783 0.8806 0.8869
S4 0.8728 0.8751 0.8854
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9323 0.9243 0.8960
R3 0.9184 0.9104 0.8922
R2 0.9045 0.9045 0.8909
R1 0.8965 0.8965 0.8897 0.9005
PP 0.8906 0.8906 0.8906 0.8927
S1 0.8826 0.8826 0.8871 0.8866
S2 0.8767 0.8767 0.8859
S3 0.8628 0.8687 0.8846
S4 0.8489 0.8548 0.8808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8987 0.8848 0.0139 1.6% 0.0077 0.9% 26% False False 287
10 0.8995 0.8840 0.0155 1.7% 0.0070 0.8% 28% False False 604
20 0.9145 0.8840 0.0305 3.4% 0.0067 0.8% 14% False False 472
40 0.9205 0.8840 0.0365 4.1% 0.0048 0.5% 12% False False 302
60 0.9270 0.8840 0.0430 4.8% 0.0036 0.4% 10% False False 214
80 0.9356 0.8840 0.0516 5.8% 0.0030 0.3% 9% False False 166
100 0.9356 0.8840 0.0516 5.8% 0.0025 0.3% 9% False False 140
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 False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9159
2.618 0.9069
1.618 0.9014
1.000 0.8980
0.618 0.8959
HIGH 0.8925
0.618 0.8904
0.500 0.8898
0.382 0.8891
LOW 0.8870
0.618 0.8836
1.000 0.8815
1.618 0.8781
2.618 0.8726
4.250 0.8636
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 0.8898 0.8929
PP 0.8893 0.8914
S1 0.8889 0.8899

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

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