CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 0.9168 0.9170 0.0002 0.0% 0.9153
High 0.9174 0.9170 -0.0004 0.0% 0.9176
Low 0.9155 0.9144 -0.0011 -0.1% 0.9097
Close 0.9165 0.9145 -0.0020 -0.2% 0.9156
Range 0.0019 0.0026 0.0007 36.8% 0.0079
ATR 0.0031 0.0031 0.0000 -1.1% 0.0000
Volume 198 160 -38 -19.2% 498
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 0.9231 0.9214 0.9159
R3 0.9205 0.9188 0.9152
R2 0.9179 0.9179 0.9150
R1 0.9162 0.9162 0.9147 0.9158
PP 0.9153 0.9153 0.9153 0.9151
S1 0.9136 0.9136 0.9143 0.9132
S2 0.9127 0.9127 0.9140
S3 0.9101 0.9110 0.9138
S4 0.9075 0.9084 0.9131
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% 0.0028 0.3% 61% False False 120
10 0.9176 0.9097 0.0079 0.9% 0.0021 0.2% 61% False False 91
20 0.9195 0.9051 0.0144 1.6% 0.0024 0.3% 65% False False 80
40 0.9195 0.8998 0.0197 2.2% 0.0023 0.2% 75% False False 63
60 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 86% False False 60
80 0.9195 0.8831 0.0364 4.0% 0.0032 0.3% 86% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9281
2.618 0.9238
1.618 0.9212
1.000 0.9196
0.618 0.9186
HIGH 0.9170
0.618 0.9160
0.500 0.9157
0.382 0.9154
LOW 0.9144
0.618 0.9128
1.000 0.9118
1.618 0.9102
2.618 0.9076
4.250 0.9034
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 0.9157 0.9154
PP 0.9153 0.9151
S1 0.9149 0.9148

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

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