CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 0.9048 0.9082 0.0034 0.4% 0.9130
High 0.9075 0.9104 0.0029 0.3% 0.9187
Low 0.9025 0.9070 0.0045 0.5% 0.9107
Close 0.9048 0.9094 0.0046 0.5% 0.9145
Range 0.0050 0.0034 -0.0016 -32.0% 0.0080
ATR 0.0036 0.0037 0.0001 4.1% 0.0000
Volume 59 104 45 76.3% 280
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9191 0.9177 0.9113
R3 0.9157 0.9143 0.9103
R2 0.9123 0.9123 0.9100
R1 0.9109 0.9109 0.9097 0.9116
PP 0.9089 0.9089 0.9089 0.9093
S1 0.9075 0.9075 0.9091 0.9082
S2 0.9055 0.9055 0.9088
S3 0.9021 0.9041 0.9085
S4 0.8987 0.9007 0.9075
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 0.9187 0.9025 0.0162 1.8% 0.0039 0.4% 43% False False 39
10 0.9205 0.9025 0.0180 2.0% 0.0039 0.4% 38% False False 81
20 0.9205 0.9025 0.0180 2.0% 0.0025 0.3% 38% False False 63
40 0.9270 0.9025 0.0245 2.7% 0.0018 0.2% 28% False False 49
60 0.9356 0.9025 0.0331 3.6% 0.0016 0.2% 21% False False 43
80 0.9356 0.9025 0.0331 3.6% 0.0014 0.1% 21% False False 40
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9249
2.618 0.9193
1.618 0.9159
1.000 0.9138
0.618 0.9125
HIGH 0.9104
0.618 0.9091
0.500 0.9087
0.382 0.9083
LOW 0.9070
0.618 0.9049
1.000 0.9036
1.618 0.9015
2.618 0.8981
4.250 0.8926
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 0.9092 0.9089
PP 0.9089 0.9085
S1 0.9087 0.9080

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

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