CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 0.9035 0.9034 -0.0001 0.0% 0.9012
High 0.9047 0.9091 0.0044 0.5% 0.9091
Low 0.9018 0.9034 0.0016 0.2% 0.8999
Close 0.9025 0.9070 0.0045 0.5% 0.9070
Range 0.0029 0.0057 0.0028 96.6% 0.0092
ATR 0.0051 0.0052 0.0001 2.1% 0.0000
Volume 299 115 -184 -61.5% 1,353
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9236 0.9210 0.9101
R3 0.9179 0.9153 0.9086
R2 0.9122 0.9122 0.9080
R1 0.9096 0.9096 0.9075 0.9109
PP 0.9065 0.9065 0.9065 0.9072
S1 0.9039 0.9039 0.9065 0.9052
S2 0.9008 0.9008 0.9060
S3 0.8951 0.8982 0.9054
S4 0.8894 0.8925 0.9039
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9329 0.9292 0.9121
R3 0.9237 0.9200 0.9095
R2 0.9145 0.9145 0.9087
R1 0.9108 0.9108 0.9078 0.9127
PP 0.9053 0.9053 0.9053 0.9063
S1 0.9016 0.9016 0.9062 0.9035
S2 0.8961 0.8961 0.9053
S3 0.8869 0.8924 0.9045
S4 0.8777 0.8832 0.9019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9091 0.8999 0.0092 1.0% 0.0042 0.5% 77% True False 270
10 0.9091 0.8865 0.0226 2.5% 0.0049 0.5% 91% True False 312
20 0.9091 0.8815 0.0276 3.0% 0.0051 0.6% 92% True False 277
40 0.9093 0.8815 0.0278 3.1% 0.0041 0.5% 92% False False 166
60 0.9174 0.8815 0.0359 4.0% 0.0041 0.5% 71% False False 138
80 0.9387 0.8815 0.0572 6.3% 0.0038 0.4% 45% False False 114
100 0.9514 0.8815 0.0699 7.7% 0.0034 0.4% 36% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9333
2.618 0.9240
1.618 0.9183
1.000 0.9148
0.618 0.9126
HIGH 0.9091
0.618 0.9069
0.500 0.9063
0.382 0.9056
LOW 0.9034
0.618 0.8999
1.000 0.8977
1.618 0.8942
2.618 0.8885
4.250 0.8792
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 0.9068 0.9065
PP 0.9065 0.9060
S1 0.9063 0.9055

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

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