CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 0.9182 0.9141 -0.0041 -0.4% 0.9130
High 0.9187 0.9145 -0.0042 -0.5% 0.9187
Low 0.9149 0.9141 -0.0008 -0.1% 0.9107
Close 0.9149 0.9145 -0.0004 0.0% 0.9145
Range 0.0038 0.0004 -0.0034 -89.5% 0.0080
ATR 0.0032 0.0031 -0.0002 -5.4% 0.0000
Volume 6 10 4 66.7% 280
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9156 0.9154 0.9147
R3 0.9152 0.9150 0.9146
R2 0.9148 0.9148 0.9146
R1 0.9146 0.9146 0.9145 0.9147
PP 0.9144 0.9144 0.9144 0.9144
S1 0.9142 0.9142 0.9145 0.9143
S2 0.9140 0.9140 0.9144
S3 0.9136 0.9138 0.9144
S4 0.9132 0.9134 0.9143
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9386 0.9346 0.9189
R3 0.9306 0.9266 0.9167
R2 0.9226 0.9226 0.9160
R1 0.9186 0.9186 0.9152 0.9206
PP 0.9146 0.9146 0.9146 0.9157
S1 0.9106 0.9106 0.9138 0.9126
S2 0.9066 0.9066 0.9130
S3 0.8986 0.9026 0.9123
S4 0.8906 0.8946 0.9101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9205 0.9107 0.0098 1.1% 0.0032 0.4% 39% False False 61
10 0.9205 0.9061 0.0144 1.6% 0.0025 0.3% 58% False False 71
20 0.9205 0.9060 0.0145 1.6% 0.0020 0.2% 59% False False 63
40 0.9300 0.9060 0.0240 2.6% 0.0015 0.2% 35% False False 46
60 0.9356 0.9060 0.0296 3.2% 0.0014 0.1% 29% False False 45
80 0.9356 0.9060 0.0296 3.2% 0.0012 0.1% 29% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9162
2.618 0.9155
1.618 0.9151
1.000 0.9149
0.618 0.9147
HIGH 0.9145
0.618 0.9143
0.500 0.9143
0.382 0.9143
LOW 0.9141
0.618 0.9139
1.000 0.9137
1.618 0.9135
2.618 0.9131
4.250 0.9124
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 0.9144 0.9149
PP 0.9144 0.9147
S1 0.9143 0.9146

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

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