CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 0.8787 0.8732 -0.0055 -0.6% 0.8750
High 0.8790 0.8735 -0.0055 -0.6% 0.8759
Low 0.8780 0.8732 -0.0048 -0.5% 0.8675
Close 0.8780 0.8735 -0.0045 -0.5% 0.8759
Range 0.0010 0.0003 -0.0007 -70.0% 0.0084
ATR 0.0036 0.0037 0.0001 2.3% 0.0000
Volume 30 3 -27 -90.0% 273
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8743 0.8742 0.8737
R3 0.8740 0.8739 0.8736
R2 0.8737 0.8737 0.8736
R1 0.8736 0.8736 0.8735 0.8737
PP 0.8734 0.8734 0.8734 0.8734
S1 0.8733 0.8733 0.8735 0.8734
S2 0.8731 0.8731 0.8734
S3 0.8728 0.8730 0.8734
S4 0.8725 0.8727 0.8733
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8983 0.8955 0.8805
R3 0.8899 0.8871 0.8782
R2 0.8815 0.8815 0.8774
R1 0.8787 0.8787 0.8767 0.8801
PP 0.8731 0.8731 0.8731 0.8738
S1 0.8703 0.8703 0.8751 0.8717
S2 0.8647 0.8647 0.8744
S3 0.8563 0.8619 0.8736
S4 0.8479 0.8535 0.8713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8790 0.8721 0.0069 0.8% 0.0006 0.1% 20% False False 22
10 0.8810 0.8675 0.0135 1.5% 0.0013 0.1% 44% False False 37
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8748
2.618 0.8743
1.618 0.8740
1.000 0.8738
0.618 0.8737
HIGH 0.8735
0.618 0.8734
0.500 0.8734
0.382 0.8733
LOW 0.8732
0.618 0.8730
1.000 0.8729
1.618 0.8727
2.618 0.8724
4.250 0.8719
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 0.8735 0.8761
PP 0.8734 0.8752
S1 0.8734 0.8744

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

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