CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 0.9290 0.9282 -0.0008 -0.1% 0.9279
High 0.9300 0.9287 -0.0013 -0.1% 0.9304
Low 0.9275 0.9269 -0.0006 -0.1% 0.9235
Close 0.9285 0.9272 -0.0013 -0.1% 0.9284
Range 0.0025 0.0018 -0.0007 -28.0% 0.0069
ATR 0.0035 0.0033 -0.0001 -3.4% 0.0000
Volume 227 87 -140 -61.7% 2,620
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9330 0.9319 0.9282
R3 0.9312 0.9301 0.9277
R2 0.9294 0.9294 0.9275
R1 0.9283 0.9283 0.9274 0.9280
PP 0.9276 0.9276 0.9276 0.9274
S1 0.9265 0.9265 0.9270 0.9262
S2 0.9258 0.9258 0.9269
S3 0.9240 0.9247 0.9267
S4 0.9222 0.9229 0.9262
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 0.9262 0.0042 0.5% 0.0022 0.2% 24% False False 395
10 0.9370 0.9235 0.0135 1.5% 0.0035 0.4% 27% False False 335
20 0.9377 0.9235 0.0142 1.5% 0.0034 0.4% 26% False False 274
40 0.9377 0.9085 0.0292 3.1% 0.0031 0.3% 64% False False 248
60 0.9377 0.9051 0.0326 3.5% 0.0029 0.3% 68% False False 192
80 0.9377 0.8998 0.0379 4.1% 0.0027 0.3% 72% False False 155
100 0.9377 0.8831 0.0546 5.9% 0.0030 0.3% 81% False False 136
120 0.9377 0.8831 0.0546 5.9% 0.0031 0.3% 81% False False 122
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9364
2.618 0.9334
1.618 0.9316
1.000 0.9305
0.618 0.9298
HIGH 0.9287
0.618 0.9280
0.500 0.9278
0.382 0.9276
LOW 0.9269
0.618 0.9258
1.000 0.9251
1.618 0.9240
2.618 0.9222
4.250 0.9193
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 0.9278 0.9281
PP 0.9276 0.9278
S1 0.9274 0.9275

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

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