CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 0.9119 0.9085 -0.0034 -0.4% 0.9104
High 0.9122 0.9092 -0.0030 -0.3% 0.9137
Low 0.9090 0.9073 -0.0017 -0.2% 0.9097
Close 0.9092 0.9073 -0.0019 -0.2% 0.9134
Range 0.0032 0.0019 -0.0013 -40.6% 0.0040
ATR 0.0025 0.0024 0.0000 -1.7% 0.0000
Volume 68 105 37 54.4% 128
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9136 0.9124 0.9083
R3 0.9117 0.9105 0.9078
R2 0.9098 0.9098 0.9076
R1 0.9086 0.9086 0.9075 0.9083
PP 0.9079 0.9079 0.9079 0.9078
S1 0.9067 0.9067 0.9071 0.9064
S2 0.9060 0.9060 0.9070
S3 0.9041 0.9048 0.9068
S4 0.9022 0.9029 0.9063
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9243 0.9228 0.9156
R3 0.9203 0.9188 0.9145
R2 0.9163 0.9163 0.9141
R1 0.9148 0.9148 0.9138 0.9156
PP 0.9123 0.9123 0.9123 0.9126
S1 0.9108 0.9108 0.9130 0.9116
S2 0.9083 0.9083 0.9127
S3 0.9043 0.9068 0.9123
S4 0.9003 0.9028 0.9112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9141 0.9073 0.0068 0.7% 0.0015 0.2% 0% False True 67
10 0.9141 0.9060 0.0081 0.9% 0.0017 0.2% 16% False False 59
20 0.9270 0.9060 0.0210 2.3% 0.0015 0.2% 6% False False 37
40 0.9356 0.9060 0.0296 3.3% 0.0012 0.1% 4% False False 35
60 0.9356 0.9060 0.0296 3.3% 0.0011 0.1% 4% False False 36
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9173
2.618 0.9142
1.618 0.9123
1.000 0.9111
0.618 0.9104
HIGH 0.9092
0.618 0.9085
0.500 0.9083
0.382 0.9080
LOW 0.9073
0.618 0.9061
1.000 0.9054
1.618 0.9042
2.618 0.9023
4.250 0.8992
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 0.9083 0.9107
PP 0.9079 0.9096
S1 0.9076 0.9084

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

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