CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 0.9148 0.9153 0.0005 0.1% 0.9127
High 0.9158 0.9153 -0.0005 -0.1% 0.9158
Low 0.9142 0.9153 0.0011 0.1% 0.9115
Close 0.9156 0.9153 -0.0003 0.0% 0.9156
Range 0.0016 0.0000 -0.0016 -100.0% 0.0043
ATR 0.0032 0.0030 -0.0002 -6.5% 0.0000
Volume 27 248 221 818.5% 344
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 0.9153 0.9153 0.9153
R3 0.9153 0.9153 0.9153
R2 0.9153 0.9153 0.9153
R1 0.9153 0.9153 0.9153 0.9153
PP 0.9153 0.9153 0.9153 0.9153
S1 0.9153 0.9153 0.9153 0.9153
S2 0.9153 0.9153 0.9153
S3 0.9153 0.9153 0.9153
S4 0.9153 0.9153 0.9153
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9272 0.9257 0.9180
R3 0.9229 0.9214 0.9168
R2 0.9186 0.9186 0.9164
R1 0.9171 0.9171 0.9160 0.9179
PP 0.9143 0.9143 0.9143 0.9147
S1 0.9128 0.9128 0.9152 0.9136
S2 0.9100 0.9100 0.9148
S3 0.9057 0.9085 0.9144
S4 0.9014 0.9042 0.9132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9158 0.9115 0.0043 0.5% 0.0011 0.1% 88% False False 98
10 0.9195 0.9105 0.0090 1.0% 0.0027 0.3% 53% False False 79
20 0.9195 0.8999 0.0196 2.1% 0.0020 0.2% 79% False False 64
40 0.9195 0.8857 0.0338 3.7% 0.0025 0.3% 88% False False 52
60 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 88% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9153
2.618 0.9153
1.618 0.9153
1.000 0.9153
0.618 0.9153
HIGH 0.9153
0.618 0.9153
0.500 0.9153
0.382 0.9153
LOW 0.9153
0.618 0.9153
1.000 0.9153
1.618 0.9153
2.618 0.9153
4.250 0.9153
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 0.9153 0.9151
PP 0.9153 0.9149
S1 0.9153 0.9147

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

View Archives - Comment on this page... - Back to Index of Symbols