CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 0.9137 0.9125 -0.0012 -0.1% 0.9023
High 0.9141 0.9195 0.0054 0.6% 0.9091
Low 0.9121 0.9125 0.0004 0.0% 0.9014
Close 0.9129 0.9193 0.0064 0.7% 0.9061
Range 0.0020 0.0070 0.0050 250.0% 0.0077
ATR 0.0032 0.0035 0.0003 8.4% 0.0000
Volume 91 53 -38 -41.8% 290
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 0.9381 0.9357 0.9232
R3 0.9311 0.9287 0.9212
R2 0.9241 0.9241 0.9206
R1 0.9217 0.9217 0.9199 0.9229
PP 0.9171 0.9171 0.9171 0.9177
S1 0.9147 0.9147 0.9187 0.9159
S2 0.9101 0.9101 0.9180
S3 0.9031 0.9077 0.9174
S4 0.8961 0.9007 0.9155
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 0.9195 0.9051 0.0144 1.6% 0.0032 0.3% 99% True False 62
10 0.9195 0.9006 0.0189 2.1% 0.0023 0.2% 99% True False 55
20 0.9195 0.8999 0.0196 2.1% 0.0021 0.2% 99% True False 47
40 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 99% True False 52
60 0.9195 0.8831 0.0364 4.0% 0.0033 0.4% 99% True False 52
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 0.0002
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9493
2.618 0.9378
1.618 0.9308
1.000 0.9265
0.618 0.9238
HIGH 0.9195
0.618 0.9168
0.500 0.9160
0.382 0.9152
LOW 0.9125
0.618 0.9082
1.000 0.9055
1.618 0.9012
2.618 0.8942
4.250 0.8828
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 0.9182 0.9179
PP 0.9171 0.9164
S1 0.9160 0.9150

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

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