CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 0.9175 0.9188 0.0013 0.1% 0.9178
High 0.9202 0.9197 -0.0005 -0.1% 0.9189
Low 0.9172 0.9163 -0.0009 -0.1% 0.9114
Close 0.9185 0.9165 -0.0020 -0.2% 0.9176
Range 0.0030 0.0034 0.0004 13.3% 0.0075
ATR 0.0038 0.0038 0.0000 -0.8% 0.0000
Volume 473 283 -190 -40.2% 1,437
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 0.9277 0.9255 0.9184
R3 0.9243 0.9221 0.9174
R2 0.9209 0.9209 0.9171
R1 0.9187 0.9187 0.9168 0.9181
PP 0.9175 0.9175 0.9175 0.9172
S1 0.9153 0.9153 0.9162 0.9147
S2 0.9141 0.9141 0.9159
S3 0.9107 0.9119 0.9156
S4 0.9073 0.9085 0.9146
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9385 0.9355 0.9217
R3 0.9310 0.9280 0.9197
R2 0.9235 0.9235 0.9190
R1 0.9205 0.9205 0.9183 0.9183
PP 0.9160 0.9160 0.9160 0.9148
S1 0.9130 0.9130 0.9169 0.9108
S2 0.9085 0.9085 0.9162
S3 0.9010 0.9055 0.9155
S4 0.8935 0.8980 0.9135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9202 0.9114 0.0088 1.0% 0.0035 0.4% 58% False False 344
10 0.9202 0.9114 0.0088 1.0% 0.0032 0.4% 58% False False 353
20 0.9218 0.9046 0.0172 1.9% 0.0039 0.4% 69% False False 539
40 0.9218 0.8999 0.0219 2.4% 0.0037 0.4% 76% False False 375
60 0.9218 0.8815 0.0403 4.4% 0.0042 0.5% 87% False False 330
80 0.9218 0.8815 0.0403 4.4% 0.0039 0.4% 87% False False 263
100 0.9371 0.8815 0.0556 6.1% 0.0039 0.4% 63% False False 227
120 0.9387 0.8815 0.0572 6.2% 0.0037 0.4% 61% False False 196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9342
2.618 0.9286
1.618 0.9252
1.000 0.9231
0.618 0.9218
HIGH 0.9197
0.618 0.9184
0.500 0.9180
0.382 0.9176
LOW 0.9163
0.618 0.9142
1.000 0.9129
1.618 0.9108
2.618 0.9074
4.250 0.9019
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 0.9180 0.9174
PP 0.9175 0.9171
S1 0.9170 0.9168

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

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