CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 0.9277 0.9267 -0.0010 -0.1% 0.9279
High 0.9304 0.9285 -0.0019 -0.2% 0.9304
Low 0.9277 0.9267 -0.0010 -0.1% 0.9235
Close 0.9284 0.9281 -0.0003 0.0% 0.9284
Range 0.0027 0.0018 -0.0009 -33.3% 0.0069
ATR 0.0038 0.0037 -0.0001 -3.8% 0.0000
Volume 1,406 180 -1,226 -87.2% 2,620
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9332 0.9324 0.9291
R3 0.9314 0.9306 0.9286
R2 0.9296 0.9296 0.9284
R1 0.9288 0.9288 0.9283 0.9292
PP 0.9278 0.9278 0.9278 0.9280
S1 0.9270 0.9270 0.9279 0.9274
S2 0.9260 0.9260 0.9278
S3 0.9242 0.9252 0.9276
S4 0.9224 0.9234 0.9271
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9481 0.9452 0.9322
R3 0.9412 0.9383 0.9303
R2 0.9343 0.9343 0.9297
R1 0.9314 0.9314 0.9290 0.9329
PP 0.9274 0.9274 0.9274 0.9282
S1 0.9245 0.9245 0.9278 0.9260
S2 0.9205 0.9205 0.9271
S3 0.9136 0.9176 0.9265
S4 0.9067 0.9107 0.9246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9304 0.9235 0.0069 0.7% 0.0033 0.4% 67% False False 445
10 0.9370 0.9235 0.0135 1.5% 0.0036 0.4% 34% False False 342
20 0.9377 0.9235 0.0142 1.5% 0.0034 0.4% 32% False False 302
40 0.9377 0.9085 0.0292 3.1% 0.0032 0.3% 67% False False 250
60 0.9377 0.9006 0.0371 4.0% 0.0028 0.3% 74% False False 189
80 0.9377 0.8964 0.0413 4.4% 0.0028 0.3% 77% False False 152
100 0.9377 0.8831 0.0546 5.9% 0.0030 0.3% 82% False False 134
120 0.9377 0.8831 0.0546 5.9% 0.0032 0.3% 82% False False 120
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9362
2.618 0.9332
1.618 0.9314
1.000 0.9303
0.618 0.9296
HIGH 0.9285
0.618 0.9278
0.500 0.9276
0.382 0.9274
LOW 0.9267
0.618 0.9256
1.000 0.9249
1.618 0.9238
2.618 0.9220
4.250 0.9191
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 0.9279 0.9282
PP 0.9278 0.9281
S1 0.9276 0.9281

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

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