CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 0.9137 0.9133 -0.0004 0.0% 0.9123
High 0.9140 0.9158 0.0018 0.2% 0.9145
Low 0.9118 0.9130 0.0012 0.1% 0.9075
Close 0.9132 0.9142 0.0010 0.1% 0.9086
Range 0.0022 0.0028 0.0006 27.3% 0.0070
ATR 0.0040 0.0039 -0.0001 -2.1% 0.0000
Volume 288 174 -114 -39.6% 1,353
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9227 0.9213 0.9157
R3 0.9199 0.9185 0.9150
R2 0.9171 0.9171 0.9147
R1 0.9157 0.9157 0.9145 0.9164
PP 0.9143 0.9143 0.9143 0.9147
S1 0.9129 0.9129 0.9139 0.9136
S2 0.9115 0.9115 0.9137
S3 0.9087 0.9101 0.9134
S4 0.9059 0.9073 0.9127
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 0.9158 0.9076 0.0082 0.9% 0.0040 0.4% 80% True False 281
10 0.9158 0.9075 0.0083 0.9% 0.0040 0.4% 81% True False 269
20 0.9304 0.9075 0.0229 2.5% 0.0038 0.4% 29% False False 331
40 0.9377 0.9075 0.0302 3.3% 0.0037 0.4% 22% False False 299
60 0.9377 0.9075 0.0302 3.3% 0.0034 0.4% 22% False False 253
80 0.9377 0.8999 0.0378 4.1% 0.0030 0.3% 38% False False 206
100 0.9377 0.8881 0.0496 5.4% 0.0030 0.3% 53% False False 173
120 0.9377 0.8831 0.0546 6.0% 0.0032 0.3% 57% False False 155
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9277
2.618 0.9231
1.618 0.9203
1.000 0.9186
0.618 0.9175
HIGH 0.9158
0.618 0.9147
0.500 0.9144
0.382 0.9141
LOW 0.9130
0.618 0.9113
1.000 0.9102
1.618 0.9085
2.618 0.9057
4.250 0.9011
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 0.9144 0.9138
PP 0.9143 0.9135
S1 0.9143 0.9131

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

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