CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 0.9072 0.9043 -0.0029 -0.3% 0.9118
High 0.9072 0.9043 -0.0029 -0.3% 0.9118
Low 0.9072 0.9043 -0.0029 -0.3% 0.9054
Close 0.9072 0.9043 -0.0029 -0.3% 0.9072
Range
ATR 0.0022 0.0022 0.0001 2.4% 0.0000
Volume 10 10 0 0.0% 50
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9043 0.9043 0.9043
R3 0.9043 0.9043 0.9043
R2 0.9043 0.9043 0.9043
R1 0.9043 0.9043 0.9043 0.9043
PP 0.9043 0.9043 0.9043 0.9043
S1 0.9043 0.9043 0.9043 0.9043
S2 0.9043 0.9043 0.9043
S3 0.9043 0.9043 0.9043
S4 0.9043 0.9043 0.9043
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 0.9073 0.9043 0.0030 0.3% 0.0000 0.0% 0% False True 10
10 0.9127 0.9043 0.0084 0.9% 0.0002 0.0% 0% False True 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 0.9043
2.618 0.9043
1.618 0.9043
1.000 0.9043
0.618 0.9043
HIGH 0.9043
0.618 0.9043
0.500 0.9043
0.382 0.9043
LOW 0.9043
0.618 0.9043
1.000 0.9043
1.618 0.9043
2.618 0.9043
4.250 0.9043
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 0.9043 0.9058
PP 0.9043 0.9053
S1 0.9043 0.9048

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

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