CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 0.8913 0.8992 0.0079 0.9% 0.9075
High 0.8951 0.9003 0.0052 0.6% 0.9093
Low 0.8907 0.8992 0.0085 1.0% 0.8907
Close 0.8944 0.8999 0.0055 0.6% 0.8944
Range 0.0044 0.0011 -0.0033 -75.0% 0.0186
ATR 0.0044 0.0045 0.0001 2.3% 0.0000
Volume 37 57 20 54.1% 185
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9031 0.9026 0.9005
R3 0.9020 0.9015 0.9002
R2 0.9009 0.9009 0.9001
R1 0.9004 0.9004 0.9000 0.9007
PP 0.8998 0.8998 0.8998 0.8999
S1 0.8993 0.8993 0.8998 0.8996
S2 0.8987 0.8987 0.8997
S3 0.8976 0.8982 0.8996
S4 0.8965 0.8971 0.8993
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9539 0.9428 0.9046
R3 0.9353 0.9242 0.8995
R2 0.9167 0.9167 0.8978
R1 0.9056 0.9056 0.8961 0.9019
PP 0.8981 0.8981 0.8981 0.8963
S1 0.8870 0.8870 0.8927 0.8833
S2 0.8795 0.8795 0.8910
S3 0.8609 0.8684 0.8893
S4 0.8423 0.8498 0.8842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9093 0.8907 0.0186 2.1% 0.0030 0.3% 49% False False 48
10 0.9093 0.8907 0.0186 2.1% 0.0026 0.3% 49% False False 55
20 0.9093 0.8888 0.0205 2.3% 0.0029 0.3% 54% False False 60
40 0.9387 0.8888 0.0499 5.5% 0.0035 0.4% 22% False False 68
60 0.9414 0.8888 0.0526 5.8% 0.0032 0.4% 21% False False 59
80 0.9527 0.8888 0.0639 7.1% 0.0027 0.3% 17% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9050
2.618 0.9032
1.618 0.9021
1.000 0.9014
0.618 0.9010
HIGH 0.9003
0.618 0.8999
0.500 0.8998
0.382 0.8996
LOW 0.8992
0.618 0.8985
1.000 0.8981
1.618 0.8974
2.618 0.8963
4.250 0.8945
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 0.8999 0.8984
PP 0.8998 0.8970
S1 0.8998 0.8955

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

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