CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 0.9050 0.9015 -0.0035 -0.4% 0.9097
High 0.9075 0.9015 -0.0060 -0.7% 0.9129
Low 0.9050 0.8987 -0.0063 -0.7% 0.9092
Close 0.9075 0.8987 -0.0088 -1.0% 0.9127
Range 0.0025 0.0028 0.0003 12.0% 0.0037
ATR 0.0030 0.0034 0.0004 13.6% 0.0000
Volume 50 98 48 96.0% 33
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9080 0.9062 0.9002
R3 0.9052 0.9034 0.8995
R2 0.9024 0.9024 0.8992
R1 0.9006 0.9006 0.8990 0.9001
PP 0.8996 0.8996 0.8996 0.8994
S1 0.8978 0.8978 0.8984 0.8973
S2 0.8968 0.8968 0.8982
S3 0.8940 0.8950 0.8979
S4 0.8912 0.8922 0.8972
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 0.9127 0.8987 0.0140 1.6% 0.0015 0.2% 0% False True 38
10 0.9152 0.8987 0.0165 1.8% 0.0009 0.1% 0% False True 22
20 0.9161 0.8987 0.0174 1.9% 0.0007 0.1% 0% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9134
2.618 0.9088
1.618 0.9060
1.000 0.9043
0.618 0.9032
HIGH 0.9015
0.618 0.9004
0.500 0.9001
0.382 0.8998
LOW 0.8987
0.618 0.8970
1.000 0.8959
1.618 0.8942
2.618 0.8914
4.250 0.8868
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 0.9001 0.9031
PP 0.8996 0.9016
S1 0.8992 0.9002

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

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