CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 0.8640 0.8576 -0.0064 -0.7% 0.8740
High 0.8659 0.8610 -0.0049 -0.6% 0.8771
Low 0.8569 0.8575 0.0006 0.1% 0.8628
Close 0.8586 0.8595 0.0009 0.1% 0.8644
Range 0.0090 0.0035 -0.0055 -61.1% 0.0143
ATR 0.0072 0.0069 -0.0003 -3.7% 0.0000
Volume 6,358 6,358 0 0.0% 340,395
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8698 0.8682 0.8614
R3 0.8663 0.8647 0.8605
R2 0.8628 0.8628 0.8601
R1 0.8612 0.8612 0.8598 0.8620
PP 0.8593 0.8593 0.8593 0.8598
S1 0.8577 0.8577 0.8592 0.8585
S2 0.8558 0.8558 0.8589
S3 0.8523 0.8542 0.8585
S4 0.8488 0.8507 0.8576
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9110 0.9020 0.8723
R3 0.8967 0.8877 0.8683
R2 0.8824 0.8824 0.8670
R1 0.8734 0.8734 0.8657 0.8708
PP 0.8681 0.8681 0.8681 0.8668
S1 0.8591 0.8591 0.8631 0.8565
S2 0.8538 0.8538 0.8618
S3 0.8395 0.8448 0.8605
S4 0.8252 0.8305 0.8565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8744 0.8569 0.0175 2.0% 0.0062 0.7% 15% False False 42,195
10 0.8816 0.8569 0.0247 2.9% 0.0060 0.7% 11% False False 54,079
20 0.8931 0.8569 0.0362 4.2% 0.0071 0.8% 7% False False 59,013
40 0.8980 0.8569 0.0411 4.8% 0.0070 0.8% 6% False False 59,740
60 0.9083 0.8569 0.0514 6.0% 0.0071 0.8% 5% False False 64,037
80 0.9226 0.8569 0.0657 7.6% 0.0070 0.8% 4% False False 55,588
100 0.9250 0.8569 0.0681 7.9% 0.0064 0.7% 4% False False 44,537
120 0.9377 0.8569 0.0808 9.4% 0.0059 0.7% 3% False False 37,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.8759
2.618 0.8702
1.618 0.8667
1.000 0.8645
0.618 0.8632
HIGH 0.8610
0.618 0.8597
0.500 0.8593
0.382 0.8588
LOW 0.8575
0.618 0.8553
1.000 0.8540
1.618 0.8518
2.618 0.8483
4.250 0.8426
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 0.8594 0.8626
PP 0.8593 0.8616
S1 0.8593 0.8605

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

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