CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 0.8902 0.8900 -0.0002 0.0% 0.8848
High 0.8905 0.8900 -0.0005 -0.1% 0.8987
Low 0.8880 0.8809 -0.0071 -0.8% 0.8848
Close 0.8889 0.8822 -0.0067 -0.8% 0.8884
Range 0.0025 0.0091 0.0066 264.0% 0.0139
ATR 0.0060 0.0062 0.0002 3.7% 0.0000
Volume 332 213 -119 -35.8% 1,435
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9117 0.9060 0.8872
R3 0.9026 0.8969 0.8847
R2 0.8935 0.8935 0.8839
R1 0.8878 0.8878 0.8830 0.8861
PP 0.8844 0.8844 0.8844 0.8835
S1 0.8787 0.8787 0.8814 0.8770
S2 0.8753 0.8753 0.8805
S3 0.8662 0.8696 0.8797
S4 0.8571 0.8605 0.8772
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 0.8809 0.0178 2.0% 0.0069 0.8% 7% False True 297
10 0.8995 0.8809 0.0186 2.1% 0.0072 0.8% 7% False True 587
20 0.9145 0.8809 0.0336 3.8% 0.0068 0.8% 4% False True 484
40 0.9205 0.8809 0.0396 4.5% 0.0051 0.6% 3% False True 313
60 0.9270 0.8809 0.0461 5.2% 0.0038 0.4% 3% False True 219
80 0.9356 0.8809 0.0547 6.2% 0.0031 0.3% 2% False True 172
100 0.9356 0.8809 0.0547 6.2% 0.0026 0.3% 2% False True 146
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 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9287
2.618 0.9138
1.618 0.9047
1.000 0.8991
0.618 0.8956
HIGH 0.8900
0.618 0.8865
0.500 0.8855
0.382 0.8844
LOW 0.8809
0.618 0.8753
1.000 0.8718
1.618 0.8662
2.618 0.8571
4.250 0.8422
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 0.8855 0.8867
PP 0.8844 0.8852
S1 0.8833 0.8837

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

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