CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 0.9060 0.9020 -0.0040 -0.4% 0.9186
High 0.9065 0.9058 -0.0007 -0.1% 0.9187
Low 0.9010 0.9009 -0.0001 0.0% 0.9010
Close 0.9014 0.9048 0.0034 0.4% 0.9014
Range 0.0055 0.0049 -0.0006 -10.9% 0.0177
ATR 0.0056 0.0056 -0.0001 -0.9% 0.0000
Volume 21,795 4,876 -16,919 -77.6% 336,788
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9185 0.9166 0.9075
R3 0.9136 0.9117 0.9061
R2 0.9087 0.9087 0.9057
R1 0.9068 0.9068 0.9052 0.9078
PP 0.9038 0.9038 0.9038 0.9043
S1 0.9019 0.9019 0.9044 0.9029
S2 0.8989 0.8989 0.9039
S3 0.8940 0.8970 0.9035
S4 0.8891 0.8921 0.9021
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9601 0.9485 0.9111
R3 0.9424 0.9308 0.9063
R2 0.9247 0.9247 0.9046
R1 0.9131 0.9131 0.9030 0.9101
PP 0.9070 0.9070 0.9070 0.9055
S1 0.8954 0.8954 0.8998 0.8924
S2 0.8893 0.8893 0.8982
S3 0.8716 0.8777 0.8965
S4 0.8539 0.8600 0.8917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9145 0.9009 0.0136 1.5% 0.0065 0.7% 29% False True 54,974
10 0.9238 0.9009 0.0229 2.5% 0.0065 0.7% 17% False True 58,691
20 0.9247 0.9009 0.0238 2.6% 0.0056 0.6% 16% False True 53,581
40 0.9325 0.9009 0.0316 3.5% 0.0049 0.5% 12% False True 51,201
60 0.9399 0.9009 0.0390 4.3% 0.0047 0.5% 10% False True 50,738
80 0.9399 0.9009 0.0390 4.3% 0.0045 0.5% 10% False True 42,766
100 0.9399 0.9009 0.0390 4.3% 0.0044 0.5% 10% False True 34,313
120 0.9399 0.8919 0.0480 5.3% 0.0044 0.5% 27% False False 28,639
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9266
2.618 0.9186
1.618 0.9137
1.000 0.9107
0.618 0.9088
HIGH 0.9058
0.618 0.9039
0.500 0.9034
0.382 0.9028
LOW 0.9009
0.618 0.8979
1.000 0.8960
1.618 0.8930
2.618 0.8881
4.250 0.8801
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 0.9043 0.9075
PP 0.9038 0.9066
S1 0.9034 0.9057

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

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