CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 0.9115 0.9089 -0.0026 -0.3% 0.9085
High 0.9122 0.9113 -0.0009 -0.1% 0.9180
Low 0.9088 0.9078 -0.0010 -0.1% 0.9083
Close 0.9093 0.9110 0.0017 0.2% 0.9154
Range 0.0034 0.0035 0.0001 2.9% 0.0097
ATR 0.0038 0.0038 0.0000 -0.6% 0.0000
Volume 246 413 167 67.9% 1,397
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9205 0.9193 0.9129
R3 0.9170 0.9158 0.9120
R2 0.9135 0.9135 0.9116
R1 0.9123 0.9123 0.9113 0.9129
PP 0.9100 0.9100 0.9100 0.9104
S1 0.9088 0.9088 0.9107 0.9094
S2 0.9065 0.9065 0.9104
S3 0.9030 0.9053 0.9100
S4 0.8995 0.9018 0.9091
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9430 0.9389 0.9207
R3 0.9333 0.9292 0.9181
R2 0.9236 0.9236 0.9172
R1 0.9195 0.9195 0.9163 0.9216
PP 0.9139 0.9139 0.9139 0.9149
S1 0.9098 0.9098 0.9145 0.9119
S2 0.9042 0.9042 0.9136
S3 0.8945 0.9001 0.9127
S4 0.8848 0.8904 0.9101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9180 0.9078 0.0102 1.1% 0.0036 0.4% 31% False True 335
10 0.9180 0.9076 0.0104 1.1% 0.0038 0.4% 33% False False 308
20 0.9283 0.9075 0.0208 2.3% 0.0041 0.5% 17% False False 316
40 0.9377 0.9075 0.0302 3.3% 0.0038 0.4% 12% False False 295
60 0.9377 0.9075 0.0302 3.3% 0.0035 0.4% 12% False False 271
80 0.9377 0.9051 0.0326 3.6% 0.0032 0.3% 18% False False 223
100 0.9377 0.8998 0.0379 4.2% 0.0030 0.3% 30% False False 188
120 0.9377 0.8831 0.0546 6.0% 0.0032 0.4% 51% False False 166
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9262
2.618 0.9205
1.618 0.9170
1.000 0.9148
0.618 0.9135
HIGH 0.9113
0.618 0.9100
0.500 0.9096
0.382 0.9091
LOW 0.9078
0.618 0.9056
1.000 0.9043
1.618 0.9021
2.618 0.8986
4.250 0.8929
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 0.9105 0.9117
PP 0.9100 0.9114
S1 0.9096 0.9112

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

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