CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 0.9125 0.9129 0.0004 0.0% 0.9043
High 0.9125 0.9129 0.0004 0.0% 0.9161
Low 0.9125 0.9129 0.0004 0.0% 0.9034
Close 0.9125 0.9129 0.0004 0.0% 0.9136
Range
ATR 0.0028 0.0026 -0.0002 -6.1% 0.0000
Volume 9 9 0 0.0% 29
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9129 0.9129 0.9129
R3 0.9129 0.9129 0.9129
R2 0.9129 0.9129 0.9129
R1 0.9129 0.9129 0.9129 0.9129
PP 0.9129 0.9129 0.9129 0.9129
S1 0.9129 0.9129 0.9129 0.9129
S2 0.9129 0.9129 0.9129
S3 0.9129 0.9129 0.9129
S4 0.9129 0.9129 0.9129
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9491 0.9441 0.9206
R3 0.9364 0.9314 0.9171
R2 0.9237 0.9237 0.9159
R1 0.9187 0.9187 0.9148 0.9212
PP 0.9110 0.9110 0.9110 0.9123
S1 0.9060 0.9060 0.9124 0.9085
S2 0.8983 0.8983 0.9113
S3 0.8856 0.8933 0.9101
S4 0.8729 0.8806 0.9066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9152 0.9092 0.0060 0.7% 0.0003 0.0% 62% False False 6
10 0.9161 0.9034 0.0127 1.4% 0.0005 0.1% 75% False False 7
20 0.9161 0.9034 0.0127 1.4% 0.0005 0.1% 75% 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 0.9129
2.618 0.9129
1.618 0.9129
1.000 0.9129
0.618 0.9129
HIGH 0.9129
0.618 0.9129
0.500 0.9129
0.382 0.9129
LOW 0.9129
0.618 0.9129
1.000 0.9129
1.618 0.9129
2.618 0.9129
4.250 0.9129
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 0.9129 0.9123
PP 0.9129 0.9117
S1 0.9129 0.9111

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

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