CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 0.8760 0.8706 -0.0054 -0.6% 0.8787
High 0.8775 0.8706 -0.0069 -0.8% 0.8843
Low 0.8760 0.8706 -0.0054 -0.6% 0.8682
Close 0.8775 0.8706 -0.0069 -0.8% 0.8682
Range 0.0015 0.0000 -0.0015 -100.0% 0.0161
ATR 0.0049 0.0050 0.0001 2.9% 0.0000
Volume 1 70 69 6,900.0% 195
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8706 0.8706 0.8706
R3 0.8706 0.8706 0.8706
R2 0.8706 0.8706 0.8706
R1 0.8706 0.8706 0.8706 0.8706
PP 0.8706 0.8706 0.8706 0.8706
S1 0.8706 0.8706 0.8706 0.8706
S2 0.8706 0.8706 0.8706
S3 0.8706 0.8706 0.8706
S4 0.8706 0.8706 0.8706
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9219 0.9111 0.8771
R3 0.9058 0.8950 0.8726
R2 0.8897 0.8897 0.8712
R1 0.8789 0.8789 0.8697 0.8763
PP 0.8736 0.8736 0.8736 0.8722
S1 0.8628 0.8628 0.8667 0.8602
S2 0.8575 0.8575 0.8652
S3 0.8414 0.8467 0.8638
S4 0.8253 0.8306 0.8593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8843 0.8682 0.0161 1.8% 0.0007 0.1% 15% False False 34
10 0.8843 0.8682 0.0161 1.8% 0.0006 0.1% 15% False False 27
20 0.8843 0.8675 0.0168 1.9% 0.0008 0.1% 18% False False 29
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 0.8706
2.618 0.8706
1.618 0.8706
1.000 0.8706
0.618 0.8706
HIGH 0.8706
0.618 0.8706
0.500 0.8706
0.382 0.8706
LOW 0.8706
0.618 0.8706
1.000 0.8706
1.618 0.8706
2.618 0.8706
4.250 0.8706
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 0.8706 0.8729
PP 0.8706 0.8721
S1 0.8706 0.8714

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

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