CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 0.9139 0.9168 0.0029 0.3% 0.9153
High 0.9176 0.9174 -0.0002 0.0% 0.9176
Low 0.9131 0.9155 0.0024 0.3% 0.9097
Close 0.9156 0.9165 0.0009 0.1% 0.9156
Range 0.0045 0.0019 -0.0026 -57.8% 0.0079
ATR 0.0032 0.0031 -0.0001 -2.9% 0.0000
Volume 108 198 90 83.3% 498
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 0.9222 0.9212 0.9175
R3 0.9203 0.9193 0.9170
R2 0.9184 0.9184 0.9168
R1 0.9174 0.9174 0.9167 0.9170
PP 0.9165 0.9165 0.9165 0.9162
S1 0.9155 0.9155 0.9163 0.9151
S2 0.9146 0.9146 0.9162
S3 0.9127 0.9136 0.9160
S4 0.9108 0.9117 0.9155
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9347 0.9199
R3 0.9301 0.9268 0.9178
R2 0.9222 0.9222 0.9170
R1 0.9189 0.9189 0.9163 0.9206
PP 0.9143 0.9143 0.9143 0.9151
S1 0.9110 0.9110 0.9149 0.9127
S2 0.9064 0.9064 0.9142
S3 0.8985 0.9031 0.9134
S4 0.8906 0.8952 0.9113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9176 0.9097 0.0079 0.9% 0.0026 0.3% 86% False False 89
10 0.9176 0.9097 0.0079 0.9% 0.0018 0.2% 86% False False 94
20 0.9195 0.9051 0.0144 1.6% 0.0023 0.3% 79% False False 74
40 0.9195 0.8990 0.0205 2.2% 0.0023 0.2% 85% False False 59
60 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 92% False False 58
80 0.9195 0.8831 0.0364 4.0% 0.0032 0.4% 92% False False 57
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9255
2.618 0.9224
1.618 0.9205
1.000 0.9193
0.618 0.9186
HIGH 0.9174
0.618 0.9167
0.500 0.9165
0.382 0.9162
LOW 0.9155
0.618 0.9143
1.000 0.9136
1.618 0.9124
2.618 0.9105
4.250 0.9074
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 0.9165 0.9157
PP 0.9165 0.9150
S1 0.9165 0.9142

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

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