CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 0.9036 0.9015 -0.0021 -0.2% 0.9066
High 0.9053 0.9027 -0.0026 -0.3% 0.9074
Low 0.9034 0.9015 -0.0019 -0.2% 0.9020
Close 0.9034 0.9025 -0.0009 -0.1% 0.9034
Range 0.0019 0.0012 -0.0007 -36.8% 0.0054
ATR 0.0039 0.0038 -0.0001 -3.7% 0.0000
Volume 81 47 -34 -42.0% 156
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9058 0.9054 0.9032
R3 0.9046 0.9042 0.9028
R2 0.9034 0.9034 0.9027
R1 0.9030 0.9030 0.9026 0.9032
PP 0.9022 0.9022 0.9022 0.9024
S1 0.9018 0.9018 0.9024 0.9020
S2 0.9010 0.9010 0.9023
S3 0.8998 0.9006 0.9022
S4 0.8986 0.8994 0.9018
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9205 0.9173 0.9064
R3 0.9151 0.9119 0.9049
R2 0.9097 0.9097 0.9044
R1 0.9065 0.9065 0.9039 0.9054
PP 0.9043 0.9043 0.9043 0.9037
S1 0.9011 0.9011 0.9029 0.9000
S2 0.8989 0.8989 0.9024
S3 0.8935 0.8957 0.9019
S4 0.8881 0.8903 0.9004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9074 0.9015 0.0059 0.7% 0.0018 0.2% 17% False True 40
10 0.9155 0.9015 0.0140 1.6% 0.0026 0.3% 7% False True 35
20 0.9155 0.8857 0.0298 3.3% 0.0031 0.3% 56% False False 40
40 0.9155 0.8831 0.0324 3.6% 0.0034 0.4% 60% False False 53
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9078
2.618 0.9058
1.618 0.9046
1.000 0.9039
0.618 0.9034
HIGH 0.9027
0.618 0.9022
0.500 0.9021
0.382 0.9020
LOW 0.9015
0.618 0.9008
1.000 0.9003
1.618 0.8996
2.618 0.8984
4.250 0.8964
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 0.9024 0.9038
PP 0.9022 0.9034
S1 0.9021 0.9029

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

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