CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 0.9127 0.9115 -0.0012 -0.1% 0.9076
High 0.9144 0.9115 -0.0029 -0.3% 0.9195
Low 0.9127 0.9115 -0.0012 -0.1% 0.9076
Close 0.9133 0.9115 -0.0018 -0.2% 0.9124
Range 0.0017 0.0000 -0.0017 -100.0% 0.0119
ATR 0.0036 0.0035 -0.0001 -3.6% 0.0000
Volume 98 185 87 88.8% 224
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 0.9115 0.9115 0.9115
R3 0.9115 0.9115 0.9115
R2 0.9115 0.9115 0.9115
R1 0.9115 0.9115 0.9115 0.9115
PP 0.9115 0.9115 0.9115 0.9115
S1 0.9115 0.9115 0.9115 0.9115
S2 0.9115 0.9115 0.9115
S3 0.9115 0.9115 0.9115
S4 0.9115 0.9115 0.9115
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9489 0.9425 0.9189
R3 0.9370 0.9306 0.9157
R2 0.9251 0.9251 0.9146
R1 0.9187 0.9187 0.9135 0.9219
PP 0.9132 0.9132 0.9132 0.9148
S1 0.9068 0.9068 0.9113 0.9100
S2 0.9013 0.9013 0.9102
S3 0.8894 0.8949 0.9091
S4 0.8775 0.8830 0.9059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9115 0.0080 0.9% 0.0034 0.4% 0% False True 89
10 0.9195 0.9051 0.0144 1.6% 0.0027 0.3% 44% False False 68
20 0.9195 0.8999 0.0196 2.2% 0.0022 0.2% 59% False False 58
40 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 78% False False 56
60 0.9195 0.8831 0.0364 4.0% 0.0033 0.4% 78% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 74 trading days
Fibonacci Retracements and Extensions
4.250 0.9115
2.618 0.9115
1.618 0.9115
1.000 0.9115
0.618 0.9115
HIGH 0.9115
0.618 0.9115
0.500 0.9115
0.382 0.9115
LOW 0.9115
0.618 0.9115
1.000 0.9115
1.618 0.9115
2.618 0.9115
4.250 0.9115
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 0.9115 0.9151
PP 0.9115 0.9139
S1 0.9115 0.9127

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

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