CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 0.9279 0.9288 0.0009 0.1% 0.9366
High 0.9302 0.9290 -0.0012 -0.1% 0.9370
Low 0.9270 0.9252 -0.0018 -0.2% 0.9279
Close 0.9298 0.9257 -0.0041 -0.4% 0.9280
Range 0.0032 0.0038 0.0006 18.8% 0.0091
ATR 0.0037 0.0038 0.0001 1.7% 0.0000
Volume 573 88 -485 -84.6% 977
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9357 0.9278
R3 0.9342 0.9319 0.9267
R2 0.9304 0.9304 0.9264
R1 0.9281 0.9281 0.9260 0.9274
PP 0.9266 0.9266 0.9266 0.9263
S1 0.9243 0.9243 0.9254 0.9236
S2 0.9228 0.9228 0.9250
S3 0.9190 0.9205 0.9247
S4 0.9152 0.9167 0.9236
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 0.9252 0.0118 1.3% 0.0041 0.4% 4% False True 225
10 0.9377 0.9252 0.0125 1.4% 0.0039 0.4% 4% False True 228
20 0.9377 0.9110 0.0267 2.9% 0.0037 0.4% 55% False False 270
40 0.9377 0.9085 0.0292 3.2% 0.0030 0.3% 59% False False 207
60 0.9377 0.8999 0.0378 4.1% 0.0027 0.3% 68% False False 156
80 0.9377 0.8836 0.0541 5.8% 0.0028 0.3% 78% False False 127
100 0.9377 0.8831 0.0546 5.9% 0.0030 0.3% 78% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9452
2.618 0.9389
1.618 0.9351
1.000 0.9328
0.618 0.9313
HIGH 0.9290
0.618 0.9275
0.500 0.9271
0.382 0.9267
LOW 0.9252
0.618 0.9229
1.000 0.9214
1.618 0.9191
2.618 0.9153
4.250 0.9091
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 0.9271 0.9311
PP 0.9266 0.9293
S1 0.9262 0.9275

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

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