CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 0.9099 0.9078 -0.0021 -0.2% 0.9157
High 0.9113 0.9114 0.0001 0.0% 0.9166
Low 0.9079 0.9070 -0.0009 -0.1% 0.9078
Close 0.9081 0.9107 0.0026 0.3% 0.9111
Range 0.0034 0.0044 0.0010 29.4% 0.0088
ATR 0.0038 0.0039 0.0000 1.1% 0.0000
Volume 684 927 243 35.5% 1,822
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9229 0.9212 0.9131
R3 0.9185 0.9168 0.9119
R2 0.9141 0.9141 0.9115
R1 0.9124 0.9124 0.9111 0.9133
PP 0.9097 0.9097 0.9097 0.9101
S1 0.9080 0.9080 0.9103 0.9089
S2 0.9053 0.9053 0.9099
S3 0.9009 0.9036 0.9095
S4 0.8965 0.8992 0.9083
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 0.9126 0.9070 0.0056 0.6% 0.0038 0.4% 66% False True 529
10 0.9180 0.9070 0.0110 1.2% 0.0035 0.4% 34% False True 412
20 0.9185 0.9070 0.0115 1.3% 0.0040 0.4% 32% False True 373
40 0.9377 0.9070 0.0307 3.4% 0.0038 0.4% 12% False True 328
60 0.9377 0.9070 0.0307 3.4% 0.0035 0.4% 12% False True 297
80 0.9377 0.9070 0.0307 3.4% 0.0033 0.4% 12% False True 246
100 0.9377 0.8999 0.0378 4.2% 0.0030 0.3% 29% False False 205
120 0.9377 0.8831 0.0546 6.0% 0.0032 0.4% 51% False False 181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9301
2.618 0.9229
1.618 0.9185
1.000 0.9158
0.618 0.9141
HIGH 0.9114
0.618 0.9097
0.500 0.9092
0.382 0.9087
LOW 0.9070
0.618 0.9043
1.000 0.9026
1.618 0.8999
2.618 0.8955
4.250 0.8883
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 0.9102 0.9104
PP 0.9097 0.9101
S1 0.9092 0.9098

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

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