CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 0.9070 0.9076 0.0006 0.1% 0.9023
High 0.9071 0.9086 0.0015 0.2% 0.9091
Low 0.9051 0.9076 0.0025 0.3% 0.9014
Close 0.9061 0.9082 0.0021 0.2% 0.9061
Range 0.0020 0.0010 -0.0010 -50.0% 0.0077
ATR 0.0031 0.0031 0.0000 -1.4% 0.0000
Volume 108 21 -87 -80.6% 290
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 0.9111 0.9107 0.9088
R3 0.9101 0.9097 0.9085
R2 0.9091 0.9091 0.9084
R1 0.9087 0.9087 0.9083 0.9089
PP 0.9081 0.9081 0.9081 0.9083
S1 0.9077 0.9077 0.9081 0.9079
S2 0.9071 0.9071 0.9080
S3 0.9061 0.9067 0.9079
S4 0.9051 0.9057 0.9077
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9286 0.9251 0.9103
R3 0.9209 0.9174 0.9082
R2 0.9132 0.9132 0.9075
R1 0.9097 0.9097 0.9068 0.9115
PP 0.9055 0.9055 0.9055 0.9064
S1 0.9020 0.9020 0.9054 0.9038
S2 0.8978 0.8978 0.9047
S3 0.8901 0.8943 0.9040
S4 0.8824 0.8866 0.9019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9091 0.9051 0.0040 0.4% 0.0014 0.2% 78% False False 50
10 0.9091 0.8999 0.0092 1.0% 0.0014 0.2% 90% False False 49
20 0.9155 0.8999 0.0156 1.7% 0.0020 0.2% 53% False False 42
40 0.9155 0.8831 0.0324 3.6% 0.0028 0.3% 77% False False 50
60 0.9155 0.8831 0.0324 3.6% 0.0033 0.4% 77% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9129
2.618 0.9112
1.618 0.9102
1.000 0.9096
0.618 0.9092
HIGH 0.9086
0.618 0.9082
0.500 0.9081
0.382 0.9080
LOW 0.9076
0.618 0.9070
1.000 0.9066
1.618 0.9060
2.618 0.9050
4.250 0.9034
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 0.9082 0.9078
PP 0.9081 0.9073
S1 0.9081 0.9069

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

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