CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 0.9112 0.9096 -0.0016 -0.2% 0.9062
High 0.9113 0.9096 -0.0017 -0.2% 0.9173
Low 0.9112 0.9096 -0.0016 -0.2% 0.9062
Close 0.9113 0.9096 -0.0017 -0.2% 0.9104
Range 0.0001 0.0000 -0.0001 -100.0% 0.0111
ATR
Volume 10 3 -7 -70.0% 30
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 0.9096 0.9096 0.9096
R3 0.9096 0.9096 0.9096
R2 0.9096 0.9096 0.9096
R1 0.9096 0.9096 0.9096 0.9096
PP 0.9096 0.9096 0.9096 0.9096
S1 0.9096 0.9096 0.9096 0.9096
S2 0.9096 0.9096 0.9096
S3 0.9096 0.9096 0.9096
S4 0.9096 0.9096 0.9096
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9446 0.9386 0.9165
R3 0.9335 0.9275 0.9135
R2 0.9224 0.9224 0.9124
R1 0.9164 0.9164 0.9114 0.9194
PP 0.9113 0.9113 0.9113 0.9128
S1 0.9053 0.9053 0.9094 0.9083
S2 0.9002 0.9002 0.9084
S3 0.8891 0.8942 0.9073
S4 0.8780 0.8831 0.9043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9173 0.9096 0.0077 0.8% 0.0012 0.1% 0% False True 7
10 0.9173 0.9041 0.0132 1.5% 0.0007 0.1% 42% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9096
2.618 0.9096
1.618 0.9096
1.000 0.9096
0.618 0.9096
HIGH 0.9096
0.618 0.9096
0.500 0.9096
0.382 0.9096
LOW 0.9096
0.618 0.9096
1.000 0.9096
1.618 0.9096
2.618 0.9096
4.250 0.9096
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 0.9096 0.9129
PP 0.9096 0.9118
S1 0.9096 0.9107

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

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