CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 0.8878 0.8748 -0.0130 -1.5% 0.8893
High 0.8897 0.8836 -0.0061 -0.7% 0.8904
Low 0.8734 0.8723 -0.0011 -0.1% 0.8734
Close 0.8740 0.8833 0.0093 1.1% 0.8740
Range 0.0163 0.0113 -0.0050 -30.7% 0.0170
ATR 0.0076 0.0079 0.0003 3.5% 0.0000
Volume 104,373 82,770 -21,603 -20.7% 254,738
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9136 0.9098 0.8895
R3 0.9023 0.8985 0.8864
R2 0.8910 0.8910 0.8854
R1 0.8872 0.8872 0.8843 0.8891
PP 0.8797 0.8797 0.8797 0.8807
S1 0.8759 0.8759 0.8823 0.8778
S2 0.8684 0.8684 0.8812
S3 0.8571 0.8646 0.8802
S4 0.8458 0.8533 0.8771
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9303 0.9191 0.8834
R3 0.9133 0.9021 0.8787
R2 0.8963 0.8963 0.8771
R1 0.8851 0.8851 0.8756 0.8822
PP 0.8793 0.8793 0.8793 0.8778
S1 0.8681 0.8681 0.8724 0.8652
S2 0.8623 0.8623 0.8709
S3 0.8453 0.8511 0.8693
S4 0.8283 0.8341 0.8647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8904 0.8723 0.0181 2.0% 0.0093 1.1% 61% False True 67,501
10 0.8931 0.8723 0.0208 2.4% 0.0078 0.9% 53% False True 61,907
20 0.8931 0.8712 0.0219 2.5% 0.0076 0.9% 55% False False 62,644
40 0.9009 0.8712 0.0297 3.4% 0.0075 0.8% 41% False False 64,766
60 0.9167 0.8712 0.0455 5.2% 0.0073 0.8% 27% False False 63,553
80 0.9226 0.8712 0.0514 5.8% 0.0067 0.8% 24% False False 48,034
100 0.9370 0.8712 0.0658 7.4% 0.0061 0.7% 18% False False 38,493
120 0.9377 0.8712 0.0665 7.5% 0.0056 0.6% 18% False False 32,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9316
2.618 0.9132
1.618 0.9019
1.000 0.8949
0.618 0.8906
HIGH 0.8836
0.618 0.8793
0.500 0.8780
0.382 0.8766
LOW 0.8723
0.618 0.8653
1.000 0.8610
1.618 0.8540
2.618 0.8427
4.250 0.8243
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 0.8815 0.8826
PP 0.8797 0.8820
S1 0.8780 0.8813

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

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