CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 0.9219 0.9225 0.0006 0.1% 0.9267
High 0.9250 0.9225 -0.0025 -0.3% 0.9300
Low 0.9215 0.9174 -0.0041 -0.4% 0.9210
Close 0.9225 0.9182 -0.0043 -0.5% 0.9215
Range 0.0035 0.0051 0.0016 45.7% 0.0090
ATR 0.0036 0.0037 0.0001 2.9% 0.0000
Volume 541 247 -294 -54.3% 637
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9347 0.9315 0.9210
R3 0.9296 0.9264 0.9196
R2 0.9245 0.9245 0.9191
R1 0.9213 0.9213 0.9187 0.9204
PP 0.9194 0.9194 0.9194 0.9189
S1 0.9162 0.9162 0.9177 0.9153
S2 0.9143 0.9143 0.9173
S3 0.9092 0.9111 0.9168
S4 0.9041 0.9060 0.9154
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 0.9174 0.0126 1.4% 0.0040 0.4% 6% False True 233
10 0.9304 0.9174 0.0130 1.4% 0.0035 0.4% 6% False True 338
20 0.9377 0.9174 0.0203 2.2% 0.0037 0.4% 4% False True 283
40 0.9377 0.9085 0.0292 3.2% 0.0032 0.4% 33% False False 259
60 0.9377 0.9076 0.0301 3.3% 0.0031 0.3% 35% False False 203
80 0.9377 0.8999 0.0378 4.1% 0.0028 0.3% 48% False False 163
100 0.9377 0.8831 0.0546 5.9% 0.0030 0.3% 64% False False 143
120 0.9377 0.8831 0.0546 5.9% 0.0032 0.3% 64% False False 128
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9442
2.618 0.9359
1.618 0.9308
1.000 0.9276
0.618 0.9257
HIGH 0.9225
0.618 0.9206
0.500 0.9200
0.382 0.9193
LOW 0.9174
0.618 0.9142
1.000 0.9123
1.618 0.9091
2.618 0.9040
4.250 0.8957
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 0.9200 0.9229
PP 0.9194 0.9213
S1 0.9188 0.9198

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

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