CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 0.8675 0.8744 0.0069 0.8% 0.8750
High 0.8687 0.8759 0.0072 0.8% 0.8759
Low 0.8675 0.8744 0.0069 0.8% 0.8675
Close 0.8687 0.8759 0.0072 0.8% 0.8759
Range 0.0012 0.0015 0.0003 25.0% 0.0084
ATR
Volume 90 17 -73 -81.1% 273
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8799 0.8794 0.8767
R3 0.8784 0.8779 0.8763
R2 0.8769 0.8769 0.8762
R1 0.8764 0.8764 0.8760 0.8767
PP 0.8754 0.8754 0.8754 0.8755
S1 0.8749 0.8749 0.8758 0.8752
S2 0.8739 0.8739 0.8756
S3 0.8724 0.8734 0.8755
S4 0.8709 0.8719 0.8751
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8983 0.8955 0.8805
R3 0.8899 0.8871 0.8782
R2 0.8815 0.8815 0.8774
R1 0.8787 0.8787 0.8767 0.8801
PP 0.8731 0.8731 0.8731 0.8738
S1 0.8703 0.8703 0.8751 0.8717
S2 0.8647 0.8647 0.8744
S3 0.8563 0.8619 0.8736
S4 0.8479 0.8535 0.8713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8759 0.8675 0.0084 1.0% 0.0018 0.2% 100% True False 54
10 0.8911 0.8675 0.0236 2.7% 0.0017 0.2% 36% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8823
2.618 0.8798
1.618 0.8783
1.000 0.8774
0.618 0.8768
HIGH 0.8759
0.618 0.8753
0.500 0.8752
0.382 0.8750
LOW 0.8744
0.618 0.8735
1.000 0.8729
1.618 0.8720
2.618 0.8705
4.250 0.8680
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 0.8757 0.8745
PP 0.8754 0.8731
S1 0.8752 0.8717

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

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