CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 0.9337 0.9364 0.0027 0.3% 0.9366
High 0.9356 0.9370 0.0014 0.1% 0.9370
Low 0.9335 0.9279 -0.0056 -0.6% 0.9279
Close 0.9352 0.9280 -0.0072 -0.8% 0.9280
Range 0.0021 0.0091 0.0070 333.3% 0.0091
ATR 0.0034 0.0038 0.0004 12.2% 0.0000
Volume 139 168 29 20.9% 977
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9583 0.9522 0.9330
R3 0.9492 0.9431 0.9305
R2 0.9401 0.9401 0.9297
R1 0.9340 0.9340 0.9288 0.9325
PP 0.9310 0.9310 0.9310 0.9302
S1 0.9249 0.9249 0.9272 0.9234
S2 0.9219 0.9219 0.9263
S3 0.9128 0.9158 0.9255
S4 0.9037 0.9067 0.9230
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9583 0.9522 0.9330
R3 0.9492 0.9431 0.9305
R2 0.9401 0.9401 0.9297
R1 0.9340 0.9340 0.9288 0.9325
PP 0.9310 0.9310 0.9310 0.9302
S1 0.9249 0.9249 0.9272 0.9234
S2 0.9219 0.9219 0.9263
S3 0.9128 0.9158 0.9255
S4 0.9037 0.9067 0.9230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9370 0.9279 0.0091 1.0% 0.0041 0.4% 1% True True 195
10 0.9377 0.9279 0.0098 1.1% 0.0039 0.4% 1% False True 216
20 0.9377 0.9110 0.0267 2.9% 0.0035 0.4% 64% False False 257
40 0.9377 0.9085 0.0292 3.1% 0.0029 0.3% 67% False False 191
60 0.9377 0.8999 0.0378 4.1% 0.0027 0.3% 74% False False 147
80 0.9377 0.8831 0.0546 5.9% 0.0029 0.3% 82% False False 124
100 0.9377 0.8831 0.0546 5.9% 0.0031 0.3% 82% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 0.9757
2.618 0.9608
1.618 0.9517
1.000 0.9461
0.618 0.9426
HIGH 0.9370
0.618 0.9335
0.500 0.9325
0.382 0.9314
LOW 0.9279
0.618 0.9223
1.000 0.9188
1.618 0.9132
2.618 0.9041
4.250 0.8892
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 0.9325 0.9325
PP 0.9310 0.9310
S1 0.9295 0.9295

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

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