CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 0.9071 0.9072 0.0001 0.0% 0.9118
High 0.9071 0.9072 0.0001 0.0% 0.9118
Low 0.9071 0.9072 0.0001 0.0% 0.9054
Close 0.9071 0.9072 0.0001 0.0% 0.9072
Range
ATR 0.0023 0.0022 -0.0002 -6.8% 0.0000
Volume 10 10 0 0.0% 50
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9072 0.9072 0.9072
R3 0.9072 0.9072 0.9072
R2 0.9072 0.9072 0.9072
R1 0.9072 0.9072 0.9072 0.9072
PP 0.9072 0.9072 0.9072 0.9072
S1 0.9072 0.9072 0.9072 0.9072
S2 0.9072 0.9072 0.9072
S3 0.9072 0.9072 0.9072
S4 0.9072 0.9072 0.9072
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9273 0.9237 0.9107
R3 0.9209 0.9173 0.9090
R2 0.9145 0.9145 0.9084
R1 0.9109 0.9109 0.9078 0.9095
PP 0.9081 0.9081 0.9081 0.9075
S1 0.9045 0.9045 0.9066 0.9031
S2 0.9017 0.9017 0.9060
S3 0.8953 0.8981 0.9054
S4 0.8889 0.8917 0.9037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9118 0.9054 0.0064 0.7% 0.0000 0.0% 28% False False 10
10 0.9127 0.9054 0.0073 0.8% 0.0003 0.0% 25% False False 6
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9072
2.618 0.9072
1.618 0.9072
1.000 0.9072
0.618 0.9072
HIGH 0.9072
0.618 0.9072
0.500 0.9072
0.382 0.9072
LOW 0.9072
0.618 0.9072
1.000 0.9072
1.618 0.9072
2.618 0.9072
4.250 0.9072
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 0.9072 0.9069
PP 0.9072 0.9066
S1 0.9072 0.9063

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

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