CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 0.8927 0.8848 -0.0079 -0.9% 0.8928
High 0.8927 0.8961 0.0034 0.4% 0.8995
Low 0.8840 0.8848 0.0008 0.1% 0.8840
Close 0.8848 0.8935 0.0087 1.0% 0.8848
Range 0.0087 0.0113 0.0026 29.9% 0.0155
ATR 0.0057 0.0061 0.0004 7.1% 0.0000
Volume 656 247 -409 -62.3% 4,608
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9254 0.9207 0.8997
R3 0.9141 0.9094 0.8966
R2 0.9028 0.9028 0.8956
R1 0.8981 0.8981 0.8945 0.9005
PP 0.8915 0.8915 0.8915 0.8926
S1 0.8868 0.8868 0.8925 0.8892
S2 0.8802 0.8802 0.8914
S3 0.8689 0.8755 0.8904
S4 0.8576 0.8642 0.8873
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9359 0.9259 0.8933
R3 0.9204 0.9104 0.8891
R2 0.9049 0.9049 0.8876
R1 0.8949 0.8949 0.8862 0.8922
PP 0.8894 0.8894 0.8894 0.8881
S1 0.8794 0.8794 0.8834 0.8767
S2 0.8739 0.8739 0.8820
S3 0.8584 0.8639 0.8805
S4 0.8429 0.8484 0.8763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8995 0.8840 0.0155 1.7% 0.0078 0.9% 61% False False 885
10 0.9061 0.8840 0.0221 2.5% 0.0065 0.7% 43% False False 559
20 0.9145 0.8840 0.0305 3.4% 0.0063 0.7% 31% False False 494
40 0.9205 0.8840 0.0365 4.1% 0.0042 0.5% 26% False False 276
60 0.9278 0.8840 0.0438 4.9% 0.0032 0.4% 22% False False 195
80 0.9356 0.8840 0.0516 5.8% 0.0027 0.3% 18% False False 157
100 0.9356 0.8840 0.0516 5.8% 0.0023 0.3% 18% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 0.9441
2.618 0.9257
1.618 0.9144
1.000 0.9074
0.618 0.9031
HIGH 0.8961
0.618 0.8918
0.500 0.8905
0.382 0.8891
LOW 0.8848
0.618 0.8778
1.000 0.8735
1.618 0.8665
2.618 0.8552
4.250 0.8368
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 0.8925 0.8929
PP 0.8915 0.8923
S1 0.8905 0.8918

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

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