CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 0.9337 0.9337 0.0000 0.0% 0.9342
High 0.9358 0.9356 -0.0002 0.0% 0.9377
Low 0.9336 0.9335 -0.0001 0.0% 0.9312
Close 0.9357 0.9352 -0.0005 -0.1% 0.9376
Range 0.0022 0.0021 -0.0001 -4.5% 0.0065
ATR 0.0034 0.0034 -0.0001 -2.6% 0.0000
Volume 157 139 -18 -11.5% 924
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9411 0.9402 0.9364
R3 0.9390 0.9381 0.9358
R2 0.9369 0.9369 0.9356
R1 0.9360 0.9360 0.9354 0.9365
PP 0.9348 0.9348 0.9348 0.9350
S1 0.9339 0.9339 0.9350 0.9344
S2 0.9327 0.9327 0.9348
S3 0.9306 0.9318 0.9346
S4 0.9285 0.9297 0.9340
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9550 0.9528 0.9412
R3 0.9485 0.9463 0.9394
R2 0.9420 0.9420 0.9388
R1 0.9398 0.9398 0.9382 0.9409
PP 0.9355 0.9355 0.9355 0.9361
S1 0.9333 0.9333 0.9370 0.9344
S2 0.9290 0.9290 0.9364
S3 0.9225 0.9268 0.9358
S4 0.9160 0.9203 0.9340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9377 0.9314 0.0063 0.7% 0.0033 0.3% 60% False False 214
10 0.9377 0.9287 0.0090 1.0% 0.0033 0.4% 72% False False 212
20 0.9377 0.9110 0.0267 2.9% 0.0032 0.3% 91% False False 256
40 0.9377 0.9085 0.0292 3.1% 0.0027 0.3% 91% False False 187
60 0.9377 0.8999 0.0378 4.0% 0.0026 0.3% 93% False False 144
80 0.9377 0.8831 0.0546 5.8% 0.0029 0.3% 95% False False 121
100 0.9377 0.8831 0.0546 5.8% 0.0031 0.3% 95% False False 108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9445
2.618 0.9411
1.618 0.9390
1.000 0.9377
0.618 0.9369
HIGH 0.9356
0.618 0.9348
0.500 0.9346
0.382 0.9343
LOW 0.9335
0.618 0.9322
1.000 0.9314
1.618 0.9301
2.618 0.9280
4.250 0.9246
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 0.9350 0.9347
PP 0.9348 0.9341
S1 0.9346 0.9336

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

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