CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 0.9089 0.9109 0.0020 0.2% 0.9157
High 0.9113 0.9126 0.0013 0.1% 0.9166
Low 0.9078 0.9082 0.0004 0.0% 0.9078
Close 0.9110 0.9111 0.0001 0.0% 0.9111
Range 0.0035 0.0044 0.0009 25.7% 0.0088
ATR 0.0038 0.0038 0.0000 1.1% 0.0000
Volume 413 377 -36 -8.7% 1,822
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9238 0.9219 0.9135
R3 0.9194 0.9175 0.9123
R2 0.9150 0.9150 0.9119
R1 0.9131 0.9131 0.9115 0.9141
PP 0.9106 0.9106 0.9106 0.9111
S1 0.9087 0.9087 0.9107 0.9097
S2 0.9062 0.9062 0.9103
S3 0.9018 0.9043 0.9099
S4 0.8974 0.8999 0.9087
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9382 0.9335 0.9159
R3 0.9294 0.9247 0.9135
R2 0.9206 0.9206 0.9127
R1 0.9159 0.9159 0.9119 0.9139
PP 0.9118 0.9118 0.9118 0.9108
S1 0.9071 0.9071 0.9103 0.9051
S2 0.9030 0.9030 0.9095
S3 0.8942 0.8983 0.9087
S4 0.8854 0.8895 0.9063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9166 0.9078 0.0088 1.0% 0.0035 0.4% 38% False False 364
10 0.9180 0.9078 0.0102 1.1% 0.0035 0.4% 32% False False 321
20 0.9250 0.9075 0.0175 1.9% 0.0040 0.4% 21% False False 332
40 0.9377 0.9075 0.0302 3.3% 0.0038 0.4% 12% False False 301
60 0.9377 0.9075 0.0302 3.3% 0.0035 0.4% 12% False False 275
80 0.9377 0.9051 0.0326 3.6% 0.0032 0.4% 18% False False 227
100 0.9377 0.8999 0.0378 4.1% 0.0030 0.3% 30% False False 191
120 0.9377 0.8831 0.0546 6.0% 0.0032 0.4% 51% False False 168
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9313
2.618 0.9241
1.618 0.9197
1.000 0.9170
0.618 0.9153
HIGH 0.9126
0.618 0.9109
0.500 0.9104
0.382 0.9099
LOW 0.9082
0.618 0.9055
1.000 0.9038
1.618 0.9011
2.618 0.8967
4.250 0.8895
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 0.9109 0.9108
PP 0.9106 0.9105
S1 0.9104 0.9102

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

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