CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 0.9022 0.8980 -0.0042 -0.5% 0.9103
High 0.9023 0.8998 -0.0025 -0.3% 0.9133
Low 0.8968 0.8936 -0.0032 -0.4% 0.8936
Close 0.8992 0.8947 -0.0045 -0.5% 0.8947
Range 0.0055 0.0062 0.0007 12.7% 0.0197
ATR 0.0064 0.0064 0.0000 -0.2% 0.0000
Volume 75,747 61,952 -13,795 -18.2% 335,525
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9146 0.9109 0.8981
R3 0.9084 0.9047 0.8964
R2 0.9022 0.9022 0.8958
R1 0.8985 0.8985 0.8953 0.8973
PP 0.8960 0.8960 0.8960 0.8954
S1 0.8923 0.8923 0.8941 0.8911
S2 0.8898 0.8898 0.8936
S3 0.8836 0.8861 0.8930
S4 0.8774 0.8799 0.8913
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9596 0.9469 0.9055
R3 0.9399 0.9272 0.9001
R2 0.9202 0.9202 0.8983
R1 0.9075 0.9075 0.8965 0.9040
PP 0.9005 0.9005 0.9005 0.8988
S1 0.8878 0.8878 0.8929 0.8843
S2 0.8808 0.8808 0.8911
S3 0.8611 0.8681 0.8893
S4 0.8414 0.8484 0.8839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9133 0.8936 0.0197 2.2% 0.0070 0.8% 6% False True 67,105
10 0.9167 0.8936 0.0231 2.6% 0.0072 0.8% 5% False True 68,206
20 0.9226 0.8936 0.0290 3.2% 0.0069 0.8% 4% False True 43,966
40 0.9226 0.8936 0.0290 3.2% 0.0055 0.6% 4% False True 22,307
60 0.9377 0.8936 0.0441 4.9% 0.0050 0.6% 2% False True 14,978
80 0.9377 0.8936 0.0441 4.9% 0.0045 0.5% 2% False True 11,295
100 0.9377 0.8936 0.0441 4.9% 0.0041 0.5% 2% False True 9,055
120 0.9377 0.8936 0.0441 4.9% 0.0038 0.4% 2% False True 7,553
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9262
2.618 0.9160
1.618 0.9098
1.000 0.9060
0.618 0.9036
HIGH 0.8998
0.618 0.8974
0.500 0.8967
0.382 0.8960
LOW 0.8936
0.618 0.8898
1.000 0.8874
1.618 0.8836
2.618 0.8774
4.250 0.8673
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 0.8967 0.8983
PP 0.8960 0.8971
S1 0.8954 0.8959

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

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