CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	0.9277	0.9290	0.0013	0.1%	0.9279
High	0.9283	0.9300	0.0017	0.2%	0.9304
Low	0.9262	0.9275	0.0013	0.1%	0.9235
Close	0.9283	0.9285	0.0002	0.0%	0.9284
Range	0.0021	0.0025	0.0004	19.0%	0.0069
ATR	0.0035	0.0035	-0.0001	-2.1%	0.0000
Volume	76	227	151	198.7%	2,620

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9362	0.9348	0.9299
R3	0.9337	0.9323	0.9292
R2	0.9312	0.9312	0.9290
R1	0.9298	0.9298	0.9287	0.9293
PP	0.9287	0.9287	0.9287	0.9284
S1	0.9273	0.9273	0.9283	0.9268
S2	0.9262	0.9262	0.9280
S3	0.9237	0.9248	0.9278
S4	0.9212	0.9223	0.9271

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9481	0.9452	0.9322
R3	0.9412	0.9383	0.9303
R2	0.9343	0.9343	0.9297
R1	0.9314	0.9314	0.9290	0.9329
PP	0.9274	0.9274	0.9274	0.9282
S1	0.9245	0.9245	0.9278	0.9260
S2	0.9205	0.9205	0.9271
S3	0.9136	0.9176	0.9265
S4	0.9067	0.9107	0.9246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9304	0.9259	0.0045	0.5%	0.0024	0.3%	58%	False	False	460
10	0.9370	0.9235	0.0135	1.5%	0.0036	0.4%	37%	False	False	341
20	0.9377	0.9235	0.0142	1.5%	0.0034	0.4%	35%	False	False	280
40	0.9377	0.9085	0.0292	3.1%	0.0031	0.3%	68%	False	False	250
60	0.9377	0.9051	0.0326	3.5%	0.0029	0.3%	72%	False	False	192
80	0.9377	0.8990	0.0387	4.2%	0.0027	0.3%	76%	False	False	155
100	0.9377	0.8831	0.0546	5.9%	0.0030	0.3%	83%	False	False	135
120	0.9377	0.8831	0.0546	5.9%	0.0032	0.3%	83%	False	False	121

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9406
2.618	0.9365
1.618	0.9340
1.000	0.9325
0.618	0.9315
HIGH	0.9300
0.618	0.9290
0.500	0.9288
0.382	0.9285
LOW	0.9275
0.618	0.9260
1.000	0.9250
1.618	0.9235
2.618	0.9210
4.250	0.9169

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	0.9288	0.9284
PP	0.9287	0.9282
S1	0.9286	0.9281

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols