CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 0.8940 0.8945 0.0005 0.1% 0.8947
High 0.9016 0.8949 -0.0067 -0.7% 0.9016
Low 0.8930 0.8857 -0.0073 -0.8% 0.8857
Close 0.8946 0.8867 -0.0079 -0.9% 0.8867
Range 0.0086 0.0092 0.0006 7.0% 0.0159
ATR 0.0063 0.0065 0.0002 3.3% 0.0000
Volume 80,737 69,652 -11,085 -13.7% 361,090
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9109 0.8918
R3 0.9075 0.9017 0.8892
R2 0.8983 0.8983 0.8884
R1 0.8925 0.8925 0.8875 0.8908
PP 0.8891 0.8891 0.8891 0.8883
S1 0.8833 0.8833 0.8859 0.8816
S2 0.8799 0.8799 0.8850
S3 0.8707 0.8741 0.8842
S4 0.8615 0.8649 0.8816
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9390 0.9288 0.8954
R3 0.9231 0.9129 0.8911
R2 0.9072 0.9072 0.8896
R1 0.8970 0.8970 0.8882 0.8942
PP 0.8913 0.8913 0.8913 0.8899
S1 0.8811 0.8811 0.8852 0.8783
S2 0.8754 0.8754 0.8838
S3 0.8595 0.8652 0.8823
S4 0.8436 0.8493 0.8780
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9016 0.8857 0.0159 1.8% 0.0067 0.8% 6% False True 72,218
10 0.9133 0.8857 0.0276 3.1% 0.0068 0.8% 4% False True 69,661
20 0.9167 0.8857 0.0310 3.5% 0.0071 0.8% 3% False True 61,126
40 0.9226 0.8857 0.0369 4.2% 0.0059 0.7% 3% False True 31,302
60 0.9370 0.8857 0.0513 5.8% 0.0053 0.6% 2% False True 20,978
80 0.9377 0.8857 0.0520 5.9% 0.0047 0.5% 2% False True 15,797
100 0.9377 0.8857 0.0520 5.9% 0.0043 0.5% 2% False True 12,662
120 0.9377 0.8857 0.0520 5.9% 0.0039 0.4% 2% False True 10,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9340
2.618 0.9190
1.618 0.9098
1.000 0.9041
0.618 0.9006
HIGH 0.8949
0.618 0.8914
0.500 0.8903
0.382 0.8892
LOW 0.8857
0.618 0.8800
1.000 0.8765
1.618 0.8708
2.618 0.8616
4.250 0.8466
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 0.8903 0.8937
PP 0.8891 0.8913
S1 0.8879 0.8890

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

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