CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 0.9111 0.9118 0.0007 0.1% 0.9127
High 0.9115 0.9138 0.0023 0.3% 0.9158
Low 0.9097 0.9108 0.0011 0.1% 0.9115
Close 0.9115 0.9132 0.0017 0.2% 0.9156
Range 0.0018 0.0030 0.0012 66.7% 0.0043
ATR 0.0031 0.0031 0.0000 -0.2% 0.0000
Volume 61 73 12 19.7% 344
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 0.9216 0.9204 0.9149
R3 0.9186 0.9174 0.9140
R2 0.9156 0.9156 0.9138
R1 0.9144 0.9144 0.9135 0.9150
PP 0.9126 0.9126 0.9126 0.9129
S1 0.9114 0.9114 0.9129 0.9120
S2 0.9096 0.9096 0.9127
S3 0.9066 0.9084 0.9124
S4 0.9036 0.9054 0.9116
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 0.9097 0.0061 0.7% 0.0016 0.2% 57% False False 83
10 0.9186 0.9097 0.0089 1.0% 0.0020 0.2% 39% False False 75
20 0.9195 0.9006 0.0189 2.1% 0.0021 0.2% 67% False False 65
40 0.9195 0.8964 0.0231 2.5% 0.0024 0.3% 73% False False 54
60 0.9195 0.8831 0.0364 4.0% 0.0029 0.3% 83% False False 56
80 0.9195 0.8831 0.0364 4.0% 0.0032 0.4% 83% False False 54
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 True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9266
2.618 0.9217
1.618 0.9187
1.000 0.9168
0.618 0.9157
HIGH 0.9138
0.618 0.9127
0.500 0.9123
0.382 0.9119
LOW 0.9108
0.618 0.9089
1.000 0.9078
1.618 0.9059
2.618 0.9029
4.250 0.8981
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 0.9129 0.9127
PP 0.9126 0.9122
S1 0.9123 0.9118

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

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