CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 0.9034 0.9161 0.0127 1.4% 0.9118
High 0.9067 0.9161 0.0094 1.0% 0.9118
Low 0.9034 0.9161 0.0127 1.4% 0.9054
Close 0.9067 0.9161 0.0094 1.0% 0.9072
Range 0.0033 0.0000 -0.0033 -100.0% 0.0064
ATR 0.0023 0.0028 0.0005 22.1% 0.0000
Volume 10 3 -7 -70.0% 50
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9161 0.9161 0.9161
R3 0.9161 0.9161 0.9161
R2 0.9161 0.9161 0.9161
R1 0.9161 0.9161 0.9161 0.9161
PP 0.9161 0.9161 0.9161 0.9161
S1 0.9161 0.9161 0.9161 0.9161
S2 0.9161 0.9161 0.9161
S3 0.9161 0.9161 0.9161
S4 0.9161 0.9161 0.9161
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9273 0.9237 0.9107
R3 0.9209 0.9173 0.9090
R2 0.9145 0.9145 0.9084
R1 0.9109 0.9109 0.9078 0.9095
PP 0.9081 0.9081 0.9081 0.9075
S1 0.9045 0.9045 0.9066 0.9031
S2 0.9017 0.9017 0.9060
S3 0.8953 0.8981 0.9054
S4 0.8889 0.8917 0.9037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9161 0.9034 0.0127 1.4% 0.0007 0.1% 100% True False 8
10 0.9161 0.9034 0.0127 1.4% 0.0005 0.0% 100% True False 7
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9161
2.618 0.9161
1.618 0.9161
1.000 0.9161
0.618 0.9161
HIGH 0.9161
0.618 0.9161
0.500 0.9161
0.382 0.9161
LOW 0.9161
0.618 0.9161
1.000 0.9161
1.618 0.9161
2.618 0.9161
4.250 0.9161
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 0.9161 0.9140
PP 0.9161 0.9119
S1 0.9161 0.9098

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

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