CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 0.9155 0.9148 -0.0007 -0.1% 0.9127
High 0.9155 0.9158 0.0003 0.0% 0.9158
Low 0.9135 0.9142 0.0007 0.1% 0.9115
Close 0.9147 0.9156 0.0009 0.1% 0.9156
Range 0.0020 0.0016 -0.0004 -20.0% 0.0043
ATR 0.0034 0.0032 -0.0001 -3.7% 0.0000
Volume 28 27 -1 -3.6% 344
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9200 0.9194 0.9165
R3 0.9184 0.9178 0.9160
R2 0.9168 0.9168 0.9159
R1 0.9162 0.9162 0.9157 0.9165
PP 0.9152 0.9152 0.9152 0.9154
S1 0.9146 0.9146 0.9155 0.9149
S2 0.9136 0.9136 0.9153
S3 0.9120 0.9130 0.9152
S4 0.9104 0.9114 0.9147
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9272 0.9257 0.9180
R3 0.9229 0.9214 0.9168
R2 0.9186 0.9186 0.9164
R1 0.9171 0.9171 0.9160 0.9179
PP 0.9143 0.9143 0.9143 0.9147
S1 0.9128 0.9128 0.9152 0.9136
S2 0.9100 0.9100 0.9148
S3 0.9057 0.9085 0.9144
S4 0.9014 0.9042 0.9132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9158 0.9115 0.0043 0.5% 0.0015 0.2% 95% True False 68
10 0.9195 0.9076 0.0119 1.3% 0.0028 0.3% 67% False False 56
20 0.9195 0.8999 0.0196 2.1% 0.0021 0.2% 80% False False 54
40 0.9195 0.8836 0.0359 3.9% 0.0027 0.3% 89% False False 48
60 0.9195 0.8831 0.0364 4.0% 0.0031 0.3% 89% 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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9226
2.618 0.9200
1.618 0.9184
1.000 0.9174
0.618 0.9168
HIGH 0.9158
0.618 0.9152
0.500 0.9150
0.382 0.9148
LOW 0.9142
0.618 0.9132
1.000 0.9126
1.618 0.9116
2.618 0.9100
4.250 0.9074
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 0.9154 0.9152
PP 0.9152 0.9147
S1 0.9150 0.9143

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

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