CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 0.9096 0.9125 0.0029 0.3% 0.9062
High 0.9096 0.9125 0.0029 0.3% 0.9173
Low 0.9096 0.9125 0.0029 0.3% 0.9062
Close 0.9096 0.9125 0.0029 0.3% 0.9104
Range
ATR
Volume 3 3 0 0.0% 30
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 0.9125 0.9125 0.9125
R3 0.9125 0.9125 0.9125
R2 0.9125 0.9125 0.9125
R1 0.9125 0.9125 0.9125 0.9125
PP 0.9125 0.9125 0.9125 0.9125
S1 0.9125 0.9125 0.9125 0.9125
S2 0.9125 0.9125 0.9125
S3 0.9125 0.9125 0.9125
S4 0.9125 0.9125 0.9125
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% 38% False False 6
10 0.9173 0.9041 0.0132 1.4% 0.0007 0.1% 64% False False 4
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9125
2.618 0.9125
1.618 0.9125
1.000 0.9125
0.618 0.9125
HIGH 0.9125
0.618 0.9125
0.500 0.9125
0.382 0.9125
LOW 0.9125
0.618 0.9125
1.000 0.9125
1.618 0.9125
2.618 0.9125
4.250 0.9125
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 0.9125 0.9120
PP 0.9125 0.9115
S1 0.9125 0.9111

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

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