CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 0.9125 0.9186 0.0061 0.7% 0.9076
High 0.9195 0.9186 -0.0009 -0.1% 0.9195
Low 0.9125 0.9122 -0.0003 0.0% 0.9076
Close 0.9193 0.9124 -0.0069 -0.8% 0.9124
Range 0.0070 0.0064 -0.0006 -8.6% 0.0119
ATR 0.0035 0.0037 0.0003 7.4% 0.0000
Volume 53 22 -31 -58.5% 224
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9336 0.9294 0.9159
R3 0.9272 0.9230 0.9142
R2 0.9208 0.9208 0.9136
R1 0.9166 0.9166 0.9130 0.9155
PP 0.9144 0.9144 0.9144 0.9139
S1 0.9102 0.9102 0.9118 0.9091
S2 0.9080 0.9080 0.9112
S3 0.9016 0.9038 0.9106
S4 0.8952 0.8974 0.9089
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9489 0.9425 0.9189
R3 0.9370 0.9306 0.9157
R2 0.9251 0.9251 0.9146
R1 0.9187 0.9187 0.9135 0.9219
PP 0.9132 0.9132 0.9132 0.9148
S1 0.9068 0.9068 0.9113 0.9100
S2 0.9013 0.9013 0.9102
S3 0.8894 0.8949 0.9091
S4 0.8775 0.8830 0.9059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9076 0.0119 1.3% 0.0041 0.4% 40% False False 44
10 0.9195 0.9014 0.0181 2.0% 0.0027 0.3% 61% False False 51
20 0.9195 0.8999 0.0196 2.1% 0.0023 0.2% 64% False False 46
40 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 80% False False 52
60 0.9195 0.8831 0.0364 4.0% 0.0033 0.4% 80% False False 52
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9458
2.618 0.9354
1.618 0.9290
1.000 0.9250
0.618 0.9226
HIGH 0.9186
0.618 0.9162
0.500 0.9154
0.382 0.9146
LOW 0.9122
0.618 0.9082
1.000 0.9058
1.618 0.9018
2.618 0.8954
4.250 0.8850
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 0.9154 0.9158
PP 0.9144 0.9147
S1 0.9134 0.9135

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

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