CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 0.9283 0.9219 -0.0064 -0.7% 0.9267
High 0.9283 0.9250 -0.0033 -0.4% 0.9300
Low 0.9210 0.9215 0.0005 0.1% 0.9210
Close 0.9215 0.9225 0.0010 0.1% 0.9215
Range 0.0073 0.0035 -0.0038 -52.1% 0.0090
ATR 0.0036 0.0036 0.0000 -0.3% 0.0000
Volume 67 541 474 707.5% 637
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9335 0.9315 0.9244
R3 0.9300 0.9280 0.9235
R2 0.9265 0.9265 0.9231
R1 0.9245 0.9245 0.9228 0.9255
PP 0.9230 0.9230 0.9230 0.9235
S1 0.9210 0.9210 0.9222 0.9220
S2 0.9195 0.9195 0.9219
S3 0.9160 0.9175 0.9215
S4 0.9125 0.9140 0.9206
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% 0.0034 0.4% 17% False False 199
10 0.9304 0.9210 0.0094 1.0% 0.0034 0.4% 16% False False 322
20 0.9377 0.9210 0.0167 1.8% 0.0036 0.4% 9% False False 284
40 0.9377 0.9085 0.0292 3.2% 0.0032 0.3% 48% False False 253
60 0.9377 0.9051 0.0326 3.5% 0.0030 0.3% 53% False False 201
80 0.9377 0.8999 0.0378 4.1% 0.0028 0.3% 60% False False 162
100 0.9377 0.8831 0.0546 5.9% 0.0031 0.3% 72% False False 141
120 0.9377 0.8831 0.0546 5.9% 0.0032 0.3% 72% False False 126
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9399
2.618 0.9342
1.618 0.9307
1.000 0.9285
0.618 0.9272
HIGH 0.9250
0.618 0.9237
0.500 0.9233
0.382 0.9228
LOW 0.9215
0.618 0.9193
1.000 0.9180
1.618 0.9158
2.618 0.9123
4.250 0.9066
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 0.9233 0.9249
PP 0.9230 0.9241
S1 0.9228 0.9233

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

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