CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 0.9282 0.9283 0.0001 0.0% 0.9267
High 0.9287 0.9283 -0.0004 0.0% 0.9300
Low 0.9269 0.9210 -0.0059 -0.6% 0.9210
Close 0.9272 0.9215 -0.0057 -0.6% 0.9215
Range 0.0018 0.0073 0.0055 305.6% 0.0090
ATR 0.0033 0.0036 0.0003 8.4% 0.0000
Volume 87 67 -20 -23.0% 637
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9455 0.9408 0.9255
R3 0.9382 0.9335 0.9235
R2 0.9309 0.9309 0.9228
R1 0.9262 0.9262 0.9222 0.9249
PP 0.9236 0.9236 0.9236 0.9230
S1 0.9189 0.9189 0.9208 0.9176
S2 0.9163 0.9163 0.9202
S3 0.9090 0.9116 0.9195
S4 0.9017 0.9043 0.9175
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9512 0.9453 0.9265
R3 0.9422 0.9363 0.9240
R2 0.9332 0.9332 0.9232
R1 0.9273 0.9273 0.9223 0.9258
PP 0.9242 0.9242 0.9242 0.9234
S1 0.9183 0.9183 0.9207 0.9168
S2 0.9152 0.9152 0.9199
S3 0.9062 0.9093 0.9190
S4 0.8972 0.9003 0.9166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9300 0.9210 0.0090 1.0% 0.0031 0.3% 6% False True 127
10 0.9304 0.9210 0.0094 1.0% 0.0034 0.4% 5% False True 325
20 0.9377 0.9210 0.0167 1.8% 0.0036 0.4% 3% False True 271
40 0.9377 0.9085 0.0292 3.2% 0.0032 0.3% 45% False False 247
60 0.9377 0.9051 0.0326 3.5% 0.0030 0.3% 50% False False 192
80 0.9377 0.8999 0.0378 4.1% 0.0027 0.3% 57% False False 155
100 0.9377 0.8831 0.0546 5.9% 0.0031 0.3% 70% False False 136
120 0.9377 0.8831 0.0546 5.9% 0.0032 0.3% 70% False False 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9593
2.618 0.9474
1.618 0.9401
1.000 0.9356
0.618 0.9328
HIGH 0.9283
0.618 0.9255
0.500 0.9247
0.382 0.9238
LOW 0.9210
0.618 0.9165
1.000 0.9137
1.618 0.9092
2.618 0.9019
4.250 0.8900
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 0.9247 0.9255
PP 0.9236 0.9242
S1 0.9226 0.9228

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

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