CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 0.9355 0.9366 0.0011 0.1% 0.9342
High 0.9377 0.9368 -0.0009 -0.1% 0.9377
Low 0.9330 0.9322 -0.0008 -0.1% 0.9312
Close 0.9376 0.9331 -0.0045 -0.5% 0.9376
Range 0.0047 0.0046 -0.0001 -2.1% 0.0065
ATR 0.0034 0.0036 0.0001 4.1% 0.0000
Volume 265 354 89 33.6% 924
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9478 0.9451 0.9356
R3 0.9432 0.9405 0.9344
R2 0.9386 0.9386 0.9339
R1 0.9359 0.9359 0.9335 0.9350
PP 0.9340 0.9340 0.9340 0.9336
S1 0.9313 0.9313 0.9327 0.9304
S2 0.9294 0.9294 0.9323
S3 0.9248 0.9267 0.9318
S4 0.9202 0.9221 0.9306
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9550 0.9528 0.9412
R3 0.9485 0.9463 0.9394
R2 0.9420 0.9420 0.9388
R1 0.9398 0.9398 0.9382 0.9409
PP 0.9355 0.9355 0.9355 0.9361
S1 0.9333 0.9333 0.9370 0.9344
S2 0.9290 0.9290 0.9364
S3 0.9225 0.9268 0.9358
S4 0.9160 0.9203 0.9340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9377 0.9312 0.0065 0.7% 0.0039 0.4% 29% False False 255
10 0.9377 0.9259 0.0118 1.3% 0.0033 0.4% 61% False False 263
20 0.9377 0.9107 0.0270 2.9% 0.0032 0.3% 83% False False 267
40 0.9377 0.9085 0.0292 3.1% 0.0028 0.3% 84% False False 184
60 0.9377 0.8999 0.0378 4.1% 0.0026 0.3% 88% False False 138
80 0.9377 0.8831 0.0546 5.9% 0.0029 0.3% 92% False False 118
100 0.9377 0.8831 0.0546 5.9% 0.0031 0.3% 92% False False 105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9564
2.618 0.9488
1.618 0.9442
1.000 0.9414
0.618 0.9396
HIGH 0.9368
0.618 0.9350
0.500 0.9345
0.382 0.9340
LOW 0.9322
0.618 0.9294
1.000 0.9276
1.618 0.9248
2.618 0.9202
4.250 0.9127
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 0.9345 0.9350
PP 0.9340 0.9343
S1 0.9336 0.9337

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

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