CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 0.9366 0.9320 -0.0046 -0.5% 0.9342
High 0.9368 0.9341 -0.0027 -0.3% 0.9377
Low 0.9322 0.9314 -0.0008 -0.1% 0.9312
Close 0.9331 0.9331 0.0000 0.0% 0.9376
Range 0.0046 0.0027 -0.0019 -41.3% 0.0065
ATR 0.0036 0.0035 -0.0001 -1.7% 0.0000
Volume 354 159 -195 -55.1% 924
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9410 0.9397 0.9346
R3 0.9383 0.9370 0.9338
R2 0.9356 0.9356 0.9336
R1 0.9343 0.9343 0.9333 0.9350
PP 0.9329 0.9329 0.9329 0.9332
S1 0.9316 0.9316 0.9329 0.9323
S2 0.9302 0.9302 0.9326
S3 0.9275 0.9289 0.9324
S4 0.9248 0.9262 0.9316
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 0.9314 0.0063 0.7% 0.0037 0.4% 27% False True 232
10 0.9377 0.9265 0.0112 1.2% 0.0032 0.3% 59% False False 226
20 0.9377 0.9110 0.0267 2.9% 0.0032 0.3% 83% False False 272
40 0.9377 0.9085 0.0292 3.1% 0.0027 0.3% 84% False False 187
60 0.9377 0.8999 0.0378 4.1% 0.0025 0.3% 88% False False 140
80 0.9377 0.8831 0.0546 5.9% 0.0028 0.3% 92% False False 119
100 0.9377 0.8831 0.0546 5.9% 0.0031 0.3% 92% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9456
2.618 0.9412
1.618 0.9385
1.000 0.9368
0.618 0.9358
HIGH 0.9341
0.618 0.9331
0.500 0.9328
0.382 0.9324
LOW 0.9314
0.618 0.9297
1.000 0.9287
1.618 0.9270
2.618 0.9243
4.250 0.9199
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 0.9330 0.9346
PP 0.9329 0.9341
S1 0.9328 0.9336

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

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