CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 0.8744 0.8721 -0.0023 -0.3% 0.8750
High 0.8759 0.8721 -0.0038 -0.4% 0.8759
Low 0.8744 0.8721 -0.0023 -0.3% 0.8675
Close 0.8759 0.8721 -0.0038 -0.4% 0.8759
Range 0.0015 0.0000 -0.0015 -100.0% 0.0084
ATR
Volume 17 30 13 76.5% 273
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8721 0.8721 0.8721
R3 0.8721 0.8721 0.8721
R2 0.8721 0.8721 0.8721
R1 0.8721 0.8721 0.8721 0.8721
PP 0.8721 0.8721 0.8721 0.8721
S1 0.8721 0.8721 0.8721 0.8721
S2 0.8721 0.8721 0.8721
S3 0.8721 0.8721 0.8721
S4 0.8721 0.8721 0.8721
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% 0.0014 0.2% 55% False False 49
10 0.8911 0.8675 0.0236 2.7% 0.0017 0.2% 19% False False 33
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8721
2.618 0.8721
1.618 0.8721
1.000 0.8721
0.618 0.8721
HIGH 0.8721
0.618 0.8721
0.500 0.8721
0.382 0.8721
LOW 0.8721
0.618 0.8721
1.000 0.8721
1.618 0.8721
2.618 0.8721
4.250 0.8721
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 0.8721 0.8720
PP 0.8721 0.8718
S1 0.8721 0.8717

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

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