CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 0.8793 0.8780 -0.0013 -0.1% 0.8748
High 0.8816 0.8785 -0.0031 -0.4% 0.8836
Low 0.8772 0.8712 -0.0060 -0.7% 0.8712
Close 0.8780 0.8744 -0.0036 -0.4% 0.8744
Range 0.0044 0.0073 0.0029 65.9% 0.0124
ATR 0.0075 0.0075 0.0000 -0.2% 0.0000
Volume 54,721 73,325 18,604 34.0% 337,452
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8966 0.8928 0.8784
R3 0.8893 0.8855 0.8764
R2 0.8820 0.8820 0.8757
R1 0.8782 0.8782 0.8751 0.8765
PP 0.8747 0.8747 0.8747 0.8738
S1 0.8709 0.8709 0.8737 0.8692
S2 0.8674 0.8674 0.8731
S3 0.8601 0.8636 0.8724
S4 0.8528 0.8563 0.8704
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9136 0.9064 0.8812
R3 0.9012 0.8940 0.8778
R2 0.8888 0.8888 0.8767
R1 0.8816 0.8816 0.8755 0.8790
PP 0.8764 0.8764 0.8764 0.8751
S1 0.8692 0.8692 0.8733 0.8666
S2 0.8640 0.8640 0.8721
S3 0.8516 0.8568 0.8710
S4 0.8392 0.8444 0.8676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8836 0.8712 0.0124 1.4% 0.0073 0.8% 26% False True 67,490
10 0.8931 0.8712 0.0219 2.5% 0.0083 0.9% 15% False True 67,362
20 0.8931 0.8712 0.0219 2.5% 0.0075 0.9% 15% False True 62,767
40 0.8980 0.8712 0.0268 3.1% 0.0072 0.8% 12% False True 63,720
60 0.9167 0.8712 0.0455 5.2% 0.0073 0.8% 7% False True 65,984
80 0.9226 0.8712 0.0514 5.9% 0.0068 0.8% 6% False True 51,202
100 0.9304 0.8712 0.0592 6.8% 0.0062 0.7% 5% False True 41,030
120 0.9377 0.8712 0.0665 7.6% 0.0058 0.7% 5% False True 34,234
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9095
2.618 0.8976
1.618 0.8903
1.000 0.8858
0.618 0.8830
HIGH 0.8785
0.618 0.8757
0.500 0.8749
0.382 0.8740
LOW 0.8712
0.618 0.8667
1.000 0.8639
1.618 0.8594
2.618 0.8521
4.250 0.8402
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 0.8749 0.8764
PP 0.8747 0.8757
S1 0.8746 0.8751

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

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