CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 0.9118 0.9139 0.0021 0.2% 0.9153
High 0.9138 0.9176 0.0038 0.4% 0.9176
Low 0.9108 0.9131 0.0023 0.3% 0.9097
Close 0.9132 0.9156 0.0024 0.3% 0.9156
Range 0.0030 0.0045 0.0015 50.0% 0.0079
ATR 0.0031 0.0032 0.0001 3.3% 0.0000
Volume 73 108 35 47.9% 498
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9289 0.9268 0.9181
R3 0.9244 0.9223 0.9168
R2 0.9199 0.9199 0.9164
R1 0.9178 0.9178 0.9160 0.9189
PP 0.9154 0.9154 0.9154 0.9160
S1 0.9133 0.9133 0.9152 0.9144
S2 0.9109 0.9109 0.9148
S3 0.9064 0.9088 0.9144
S4 0.9019 0.9043 0.9131
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9347 0.9199
R3 0.9301 0.9268 0.9178
R2 0.9222 0.9222 0.9170
R1 0.9189 0.9189 0.9163 0.9206
PP 0.9143 0.9143 0.9143 0.9151
S1 0.9110 0.9110 0.9149 0.9127
S2 0.9064 0.9064 0.9142
S3 0.8985 0.9031 0.9134
S4 0.8906 0.8952 0.9113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9176 0.9097 0.0079 0.9% 0.0022 0.2% 75% True False 99
10 0.9176 0.9097 0.0079 0.9% 0.0018 0.2% 75% True False 84
20 0.9195 0.9014 0.0181 2.0% 0.0023 0.2% 78% False False 67
40 0.9195 0.8977 0.0218 2.4% 0.0024 0.3% 82% False False 56
60 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 89% False False 58
80 0.9195 0.8831 0.0364 4.0% 0.0032 0.3% 89% False False 55
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 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9367
2.618 0.9294
1.618 0.9249
1.000 0.9221
0.618 0.9204
HIGH 0.9176
0.618 0.9159
0.500 0.9154
0.382 0.9148
LOW 0.9131
0.618 0.9103
1.000 0.9086
1.618 0.9058
2.618 0.9013
4.250 0.8940
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 0.9155 0.9150
PP 0.9154 0.9143
S1 0.9154 0.9137

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

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