CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 0.9170 0.9155 -0.0015 -0.2% 0.9153
High 0.9170 0.9193 0.0023 0.3% 0.9176
Low 0.9144 0.9155 0.0011 0.1% 0.9097
Close 0.9145 0.9181 0.0036 0.4% 0.9156
Range 0.0026 0.0038 0.0012 46.2% 0.0079
ATR 0.0031 0.0032 0.0001 4.1% 0.0000
Volume 160 127 -33 -20.6% 498
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 0.9290 0.9274 0.9202
R3 0.9252 0.9236 0.9191
R2 0.9214 0.9214 0.9188
R1 0.9198 0.9198 0.9184 0.9206
PP 0.9176 0.9176 0.9176 0.9181
S1 0.9160 0.9160 0.9178 0.9168
S2 0.9138 0.9138 0.9174
S3 0.9100 0.9122 0.9171
S4 0.9062 0.9084 0.9160
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 0.9193 0.9108 0.0085 0.9% 0.0032 0.3% 86% True False 133
10 0.9193 0.9097 0.0096 1.0% 0.0023 0.2% 88% True False 103
20 0.9195 0.9051 0.0144 1.6% 0.0025 0.3% 90% False False 83
40 0.9195 0.8999 0.0196 2.1% 0.0023 0.2% 93% False False 64
60 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 96% False False 62
80 0.9195 0.8831 0.0364 4.0% 0.0031 0.3% 96% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9355
2.618 0.9292
1.618 0.9254
1.000 0.9231
0.618 0.9216
HIGH 0.9193
0.618 0.9178
0.500 0.9174
0.382 0.9170
LOW 0.9155
0.618 0.9132
1.000 0.9117
1.618 0.9094
2.618 0.9056
4.250 0.8994
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 0.9179 0.9177
PP 0.9176 0.9173
S1 0.9174 0.9169

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

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