CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 0.9076 0.9117 0.0041 0.5% 0.9323
High 0.9104 0.9117 0.0013 0.1% 0.9335
Low 0.9076 0.9098 0.0022 0.2% 0.9091
Close 0.9077 0.9107 0.0030 0.3% 0.9129
Range 0.0028 0.0019 -0.0009 -32.1% 0.0244
ATR 0.0047 0.0046 0.0000 -1.0% 0.0000
Volume 75 13 -62 -82.7% 814
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9164 0.9155 0.9117
R3 0.9145 0.9136 0.9112
R2 0.9126 0.9126 0.9110
R1 0.9117 0.9117 0.9109 0.9112
PP 0.9107 0.9107 0.9107 0.9105
S1 0.9098 0.9098 0.9105 0.9093
S2 0.9088 0.9088 0.9104
S3 0.9069 0.9079 0.9102
S4 0.9050 0.9060 0.9097
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9917 0.9767 0.9263
R3 0.9673 0.9523 0.9196
R2 0.9429 0.9429 0.9174
R1 0.9279 0.9279 0.9151 0.9232
PP 0.9185 0.9185 0.9185 0.9162
S1 0.9035 0.9035 0.9107 0.8988
S2 0.8941 0.8941 0.9084
S3 0.8697 0.8791 0.9062
S4 0.8453 0.8547 0.8995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9174 0.9076 0.0098 1.1% 0.0043 0.5% 32% False False 135
10 0.9371 0.9076 0.0295 3.2% 0.0036 0.4% 11% False False 115
20 0.9387 0.9076 0.0311 3.4% 0.0035 0.4% 10% False False 72
40 0.9500 0.9076 0.0424 4.7% 0.0029 0.3% 7% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9198
2.618 0.9167
1.618 0.9148
1.000 0.9136
0.618 0.9129
HIGH 0.9117
0.618 0.9110
0.500 0.9108
0.382 0.9105
LOW 0.9098
0.618 0.9086
1.000 0.9079
1.618 0.9067
2.618 0.9048
4.250 0.9017
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 0.9108 0.9106
PP 0.9107 0.9105
S1 0.9107 0.9104

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

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