CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 0.9140 0.9178 0.0038 0.4% 0.9108
High 0.9140 0.9178 0.0038 0.4% 0.9160
Low 0.9140 0.9178 0.0038 0.4% 0.9102
Close 0.9140 0.9178 0.0038 0.4% 0.9152
Range
ATR 0.0018 0.0020 0.0001 7.9% 0.0000
Volume 1 7 6 600.0% 147
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9178 0.9178 0.9178
R3 0.9178 0.9178 0.9178
R2 0.9178 0.9178 0.9178
R1 0.9178 0.9178 0.9178 0.9178
PP 0.9178 0.9178 0.9178 0.9178
S1 0.9178 0.9178 0.9178 0.9178
S2 0.9178 0.9178 0.9178
S3 0.9178 0.9178 0.9178
S4 0.9178 0.9178 0.9178
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9312 0.9290 0.9184
R3 0.9254 0.9232 0.9168
R2 0.9196 0.9196 0.9163
R1 0.9174 0.9174 0.9157 0.9185
PP 0.9138 0.9138 0.9138 0.9144
S1 0.9116 0.9116 0.9147 0.9127
S2 0.9080 0.9080 0.9141
S3 0.9022 0.9058 0.9136
S4 0.8964 0.9000 0.9120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9178 0.9140 0.0038 0.4% 0.0005 0.1% 100% True False 97
10 0.9178 0.9086 0.0092 1.0% 0.0004 0.0% 100% True False 58
20 0.9178 0.9081 0.0097 1.1% 0.0007 0.1% 100% True False 40
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.9178
2.618 0.9178
1.618 0.9178
1.000 0.9178
0.618 0.9178
HIGH 0.9178
0.618 0.9178
0.500 0.9178
0.382 0.9178
LOW 0.9178
0.618 0.9178
1.000 0.9178
1.618 0.9178
2.618 0.9178
4.250 0.9178
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 0.9178 0.9172
PP 0.9178 0.9165
S1 0.9178 0.9159

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

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