CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 0.9129 0.9127 -0.0002 0.0% 0.9097
High 0.9129 0.9127 -0.0002 0.0% 0.9129
Low 0.9129 0.9127 -0.0002 0.0% 0.9092
Close 0.9129 0.9127 -0.0002 0.0% 0.9127
Range
ATR 0.0026 0.0024 -0.0002 -6.6% 0.0000
Volume 9 9 0 0.0% 33
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9127 0.9127 0.9127
R3 0.9127 0.9127 0.9127
R2 0.9127 0.9127 0.9127
R1 0.9127 0.9127 0.9127 0.9127
PP 0.9127 0.9127 0.9127 0.9127
S1 0.9127 0.9127 0.9127 0.9127
S2 0.9127 0.9127 0.9127
S3 0.9127 0.9127 0.9127
S4 0.9127 0.9127 0.9127
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9227 0.9214 0.9147
R3 0.9190 0.9177 0.9137
R2 0.9153 0.9153 0.9134
R1 0.9140 0.9140 0.9130 0.9147
PP 0.9116 0.9116 0.9116 0.9119
S1 0.9103 0.9103 0.9124 0.9110
S2 0.9079 0.9079 0.9120
S3 0.9042 0.9066 0.9117
S4 0.9005 0.9029 0.9107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9148 0.9092 0.0056 0.6% 0.0003 0.0% 63% False False 7
10 0.9161 0.9034 0.0127 1.4% 0.0005 0.1% 73% False False 7
20 0.9161 0.9034 0.0127 1.4% 0.0004 0.0% 73% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9127
2.618 0.9127
1.618 0.9127
1.000 0.9127
0.618 0.9127
HIGH 0.9127
0.618 0.9127
0.500 0.9127
0.382 0.9127
LOW 0.9127
0.618 0.9127
1.000 0.9127
1.618 0.9127
2.618 0.9127
4.250 0.9127
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 0.9127 0.9127
PP 0.9127 0.9127
S1 0.9127 0.9127

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

View Archives - Comment on this page... - Back to Index of Symbols