CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 0.9076 0.9105 0.0029 0.3% 0.9023
High 0.9086 0.9144 0.0058 0.6% 0.9091
Low 0.9076 0.9105 0.0029 0.3% 0.9014
Close 0.9082 0.9141 0.0059 0.6% 0.9061
Range 0.0010 0.0039 0.0029 290.0% 0.0077
ATR 0.0031 0.0033 0.0002 7.2% 0.0000
Volume 21 37 16 76.2% 290
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 0.9247 0.9233 0.9162
R3 0.9208 0.9194 0.9152
R2 0.9169 0.9169 0.9148
R1 0.9155 0.9155 0.9145 0.9162
PP 0.9130 0.9130 0.9130 0.9134
S1 0.9116 0.9116 0.9137 0.9123
S2 0.9091 0.9091 0.9134
S3 0.9052 0.9077 0.9130
S4 0.9013 0.9038 0.9120
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9286 0.9251 0.9103
R3 0.9209 0.9174 0.9082
R2 0.9132 0.9132 0.9075
R1 0.9097 0.9097 0.9068 0.9115
PP 0.9055 0.9055 0.9055 0.9064
S1 0.9020 0.9020 0.9054 0.9038
S2 0.8978 0.8978 0.9047
S3 0.8901 0.8943 0.9040
S4 0.8824 0.8866 0.9019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9144 0.9051 0.0093 1.0% 0.0019 0.2% 97% True False 47
10 0.9144 0.8999 0.0145 1.6% 0.0017 0.2% 98% True False 51
20 0.9155 0.8999 0.0156 1.7% 0.0021 0.2% 91% False False 43
40 0.9155 0.8831 0.0324 3.5% 0.0029 0.3% 96% False False 49
60 0.9155 0.8831 0.0324 3.5% 0.0032 0.4% 96% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9310
2.618 0.9246
1.618 0.9207
1.000 0.9183
0.618 0.9168
HIGH 0.9144
0.618 0.9129
0.500 0.9125
0.382 0.9120
LOW 0.9105
0.618 0.9081
1.000 0.9066
1.618 0.9042
2.618 0.9003
4.250 0.8939
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 0.9136 0.9127
PP 0.9130 0.9112
S1 0.9125 0.9098

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

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