CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 0.9320 0.9337 0.0017 0.2% 0.9342
High 0.9341 0.9358 0.0017 0.2% 0.9377
Low 0.9314 0.9336 0.0022 0.2% 0.9312
Close 0.9331 0.9357 0.0026 0.3% 0.9376
Range 0.0027 0.0022 -0.0005 -18.5% 0.0065
ATR 0.0035 0.0034 -0.0001 -1.6% 0.0000
Volume 159 157 -2 -1.3% 924
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9416 0.9409 0.9369
R3 0.9394 0.9387 0.9363
R2 0.9372 0.9372 0.9361
R1 0.9365 0.9365 0.9359 0.9369
PP 0.9350 0.9350 0.9350 0.9352
S1 0.9343 0.9343 0.9355 0.9347
S2 0.9328 0.9328 0.9353
S3 0.9306 0.9321 0.9351
S4 0.9284 0.9299 0.9345
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% 0.0035 0.4% 68% False False 198
10 0.9377 0.9278 0.0099 1.1% 0.0032 0.3% 80% False False 220
20 0.9377 0.9110 0.0267 2.9% 0.0032 0.3% 93% False False 261
40 0.9377 0.9085 0.0292 3.1% 0.0027 0.3% 93% False False 189
60 0.9377 0.8999 0.0378 4.0% 0.0025 0.3% 95% False False 142
80 0.9377 0.8831 0.0546 5.8% 0.0028 0.3% 96% False False 120
100 0.9377 0.8831 0.0546 5.8% 0.0031 0.3% 96% False False 107
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 0.0005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9452
2.618 0.9416
1.618 0.9394
1.000 0.9380
0.618 0.9372
HIGH 0.9358
0.618 0.9350
0.500 0.9347
0.382 0.9344
LOW 0.9336
0.618 0.9322
1.000 0.9314
1.618 0.9300
2.618 0.9278
4.250 0.9243
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 0.9354 0.9352
PP 0.9350 0.9346
S1 0.9347 0.9341

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

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