CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 0.9131 0.9112 -0.0019 -0.2% 0.9123
High 0.9142 0.9145 0.0003 0.0% 0.9145
Low 0.9114 0.9076 -0.0038 -0.4% 0.9075
Close 0.9124 0.9086 -0.0038 -0.4% 0.9086
Range 0.0028 0.0069 0.0041 146.4% 0.0070
ATR 0.0039 0.0041 0.0002 5.5% 0.0000
Volume 411 245 -166 -40.4% 1,353
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9309 0.9267 0.9124
R3 0.9240 0.9198 0.9105
R2 0.9171 0.9171 0.9099
R1 0.9129 0.9129 0.9092 0.9116
PP 0.9102 0.9102 0.9102 0.9096
S1 0.9060 0.9060 0.9080 0.9047
S2 0.9033 0.9033 0.9073
S3 0.8964 0.8991 0.9067
S4 0.8895 0.8922 0.9048
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9312 0.9269 0.9125
R3 0.9242 0.9199 0.9105
R2 0.9172 0.9172 0.9099
R1 0.9129 0.9129 0.9092 0.9116
PP 0.9102 0.9102 0.9102 0.9095
S1 0.9059 0.9059 0.9080 0.9046
S2 0.9032 0.9032 0.9073
S3 0.8962 0.8989 0.9067
S4 0.8892 0.8919 0.9048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9145 0.9075 0.0070 0.8% 0.0045 0.5% 16% True False 270
10 0.9250 0.9075 0.0175 1.9% 0.0045 0.5% 6% False False 342
20 0.9304 0.9075 0.0229 2.5% 0.0039 0.4% 5% False False 334
40 0.9377 0.9075 0.0302 3.3% 0.0037 0.4% 4% False False 295
60 0.9377 0.9075 0.0302 3.3% 0.0033 0.4% 4% False False 239
80 0.9377 0.8999 0.0378 4.2% 0.0030 0.3% 23% False False 194
100 0.9377 0.8831 0.0546 6.0% 0.0031 0.3% 47% False False 166
120 0.9377 0.8831 0.0546 6.0% 0.0033 0.4% 47% False False 147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9438
2.618 0.9326
1.618 0.9257
1.000 0.9214
0.618 0.9188
HIGH 0.9145
0.618 0.9119
0.500 0.9111
0.382 0.9102
LOW 0.9076
0.618 0.9033
1.000 0.9007
1.618 0.8964
2.618 0.8895
4.250 0.8783
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 0.9111 0.9110
PP 0.9102 0.9102
S1 0.9094 0.9094

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

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