CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 0.9155 0.9195 0.0040 0.4% 0.9168
High 0.9193 0.9195 0.0002 0.0% 0.9195
Low 0.9155 0.9145 -0.0010 -0.1% 0.9144
Close 0.9181 0.9179 -0.0002 0.0% 0.9179
Range 0.0038 0.0050 0.0012 31.6% 0.0051
ATR 0.0032 0.0033 0.0001 4.1% 0.0000
Volume 127 298 171 134.6% 783
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9323 0.9301 0.9207
R3 0.9273 0.9251 0.9193
R2 0.9223 0.9223 0.9188
R1 0.9201 0.9201 0.9184 0.9187
PP 0.9173 0.9173 0.9173 0.9166
S1 0.9151 0.9151 0.9174 0.9137
S2 0.9123 0.9123 0.9170
S3 0.9073 0.9101 0.9165
S4 0.9023 0.9051 0.9152
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9326 0.9303 0.9207
R3 0.9275 0.9252 0.9193
R2 0.9224 0.9224 0.9188
R1 0.9201 0.9201 0.9184 0.9213
PP 0.9173 0.9173 0.9173 0.9178
S1 0.9150 0.9150 0.9174 0.9162
S2 0.9122 0.9122 0.9170
S3 0.9071 0.9099 0.9165
S4 0.9020 0.9048 0.9151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9131 0.0064 0.7% 0.0036 0.4% 75% True False 178
10 0.9195 0.9097 0.0098 1.1% 0.0026 0.3% 84% True False 130
20 0.9195 0.9051 0.0144 1.6% 0.0027 0.3% 89% True False 97
40 0.9195 0.8999 0.0196 2.1% 0.0024 0.3% 92% True False 70
60 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 96% True False 66
80 0.9195 0.8831 0.0364 4.0% 0.0032 0.3% 96% True False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9408
2.618 0.9326
1.618 0.9276
1.000 0.9245
0.618 0.9226
HIGH 0.9195
0.618 0.9176
0.500 0.9170
0.382 0.9164
LOW 0.9145
0.618 0.9114
1.000 0.9095
1.618 0.9064
2.618 0.9014
4.250 0.8933
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 0.9176 0.9176
PP 0.9173 0.9173
S1 0.9170 0.9170

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

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