CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 0.9364 0.9279 -0.0085 -0.9% 0.9366
High 0.9370 0.9302 -0.0068 -0.7% 0.9370
Low 0.9279 0.9270 -0.0009 -0.1% 0.9279
Close 0.9280 0.9298 0.0018 0.2% 0.9280
Range 0.0091 0.0032 -0.0059 -64.8% 0.0091
ATR 0.0038 0.0037 0.0000 -1.1% 0.0000
Volume 168 573 405 241.1% 977
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9386 0.9374 0.9316
R3 0.9354 0.9342 0.9307
R2 0.9322 0.9322 0.9304
R1 0.9310 0.9310 0.9301 0.9316
PP 0.9290 0.9290 0.9290 0.9293
S1 0.9278 0.9278 0.9295 0.9284
S2 0.9258 0.9258 0.9292
S3 0.9226 0.9246 0.9289
S4 0.9194 0.9214 0.9280
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9583 0.9522 0.9330
R3 0.9492 0.9431 0.9305
R2 0.9401 0.9401 0.9297
R1 0.9340 0.9340 0.9288 0.9325
PP 0.9310 0.9310 0.9310 0.9302
S1 0.9249 0.9249 0.9272 0.9234
S2 0.9219 0.9219 0.9263
S3 0.9128 0.9158 0.9255
S4 0.9037 0.9067 0.9230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9370 0.9270 0.0100 1.1% 0.0039 0.4% 28% False True 239
10 0.9377 0.9270 0.0107 1.2% 0.0039 0.4% 26% False True 247
20 0.9377 0.9110 0.0267 2.9% 0.0036 0.4% 70% False False 272
40 0.9377 0.9085 0.0292 3.1% 0.0030 0.3% 73% False False 205
60 0.9377 0.8999 0.0378 4.1% 0.0027 0.3% 79% False False 156
80 0.9377 0.8831 0.0546 5.9% 0.0028 0.3% 86% False False 128
100 0.9377 0.8831 0.0546 5.9% 0.0030 0.3% 86% False False 114
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9438
2.618 0.9386
1.618 0.9354
1.000 0.9334
0.618 0.9322
HIGH 0.9302
0.618 0.9290
0.500 0.9286
0.382 0.9282
LOW 0.9270
0.618 0.9250
1.000 0.9238
1.618 0.9218
2.618 0.9186
4.250 0.9134
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 0.9294 0.9320
PP 0.9290 0.9313
S1 0.9286 0.9305

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

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