CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 0.9277 0.9290 0.0013 0.1% 0.9279
High 0.9283 0.9300 0.0017 0.2% 0.9304
Low 0.9262 0.9275 0.0013 0.1% 0.9235
Close 0.9283 0.9285 0.0002 0.0% 0.9284
Range 0.0021 0.0025 0.0004 19.0% 0.0069
ATR 0.0035 0.0035 -0.0001 -2.1% 0.0000
Volume 76 227 151 198.7% 2,620
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9362 0.9348 0.9299
R3 0.9337 0.9323 0.9292
R2 0.9312 0.9312 0.9290
R1 0.9298 0.9298 0.9287 0.9293
PP 0.9287 0.9287 0.9287 0.9284
S1 0.9273 0.9273 0.9283 0.9268
S2 0.9262 0.9262 0.9280
S3 0.9237 0.9248 0.9278
S4 0.9212 0.9223 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 0.9259 0.0045 0.5% 0.0024 0.3% 58% False False 460
10 0.9370 0.9235 0.0135 1.5% 0.0036 0.4% 37% False False 341
20 0.9377 0.9235 0.0142 1.5% 0.0034 0.4% 35% False False 280
40 0.9377 0.9085 0.0292 3.1% 0.0031 0.3% 68% False False 250
60 0.9377 0.9051 0.0326 3.5% 0.0029 0.3% 72% False False 192
80 0.9377 0.8990 0.0387 4.2% 0.0027 0.3% 76% False False 155
100 0.9377 0.8831 0.0546 5.9% 0.0030 0.3% 83% False False 135
120 0.9377 0.8831 0.0546 5.9% 0.0032 0.3% 83% False False 121
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9406
2.618 0.9365
1.618 0.9340
1.000 0.9325
0.618 0.9315
HIGH 0.9300
0.618 0.9290
0.500 0.9288
0.382 0.9285
LOW 0.9275
0.618 0.9260
1.000 0.9250
1.618 0.9235
2.618 0.9210
4.250 0.9169
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 0.9288 0.9284
PP 0.9287 0.9282
S1 0.9286 0.9281

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

View Archives - Comment on this page... - Back to Index of Symbols