CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 0.8810 0.8839 0.0029 0.3% 0.8851
High 0.8850 0.8931 0.0081 0.9% 0.8931
Low 0.8790 0.8824 0.0034 0.4% 0.8790
Close 0.8842 0.8892 0.0050 0.6% 0.8892
Range 0.0060 0.0107 0.0047 78.3% 0.0141
ATR 0.0068 0.0070 0.0003 4.2% 0.0000
Volume 51,869 81,434 29,565 57.0% 281,566
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9203 0.9155 0.8951
R3 0.9096 0.9048 0.8921
R2 0.8989 0.8989 0.8912
R1 0.8941 0.8941 0.8902 0.8965
PP 0.8882 0.8882 0.8882 0.8895
S1 0.8834 0.8834 0.8882 0.8858
S2 0.8775 0.8775 0.8872
S3 0.8668 0.8727 0.8863
S4 0.8561 0.8620 0.8833
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9294 0.9234 0.8970
R3 0.9153 0.9093 0.8931
R2 0.9012 0.9012 0.8918
R1 0.8952 0.8952 0.8905 0.8982
PP 0.8871 0.8871 0.8871 0.8886
S1 0.8811 0.8811 0.8879 0.8841
S2 0.8730 0.8730 0.8866
S3 0.8589 0.8670 0.8853
S4 0.8448 0.8529 0.8814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8931 0.8790 0.0141 1.6% 0.0062 0.7% 72% True False 56,313
10 0.8931 0.8764 0.0167 1.9% 0.0068 0.8% 77% True False 57,549
20 0.8980 0.8712 0.0268 3.0% 0.0070 0.8% 67% False False 60,996
40 0.9016 0.8712 0.0304 3.4% 0.0071 0.8% 59% False False 65,356
60 0.9226 0.8712 0.0514 5.8% 0.0071 0.8% 35% False False 58,226
80 0.9226 0.8712 0.0514 5.8% 0.0063 0.7% 35% False False 43,831
100 0.9377 0.8712 0.0665 7.5% 0.0058 0.7% 27% False False 35,129
120 0.9377 0.8712 0.0665 7.5% 0.0054 0.6% 27% False False 29,315
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 0.0016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9386
2.618 0.9211
1.618 0.9104
1.000 0.9038
0.618 0.8997
HIGH 0.8931
0.618 0.8890
0.500 0.8878
0.382 0.8865
LOW 0.8824
0.618 0.8758
1.000 0.8717
1.618 0.8651
2.618 0.8544
4.250 0.8369
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 0.8887 0.8882
PP 0.8882 0.8871
S1 0.8878 0.8861

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

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