CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	0.9364	0.9279	-0.0085	-0.9%	0.9366
High	0.9370	0.9302	-0.0068	-0.7%	0.9370
Low	0.9279	0.9270	-0.0009	-0.1%	0.9279
Close	0.9280	0.9298	0.0018	0.2%	0.9280
Range	0.0091	0.0032	-0.0059	-64.8%	0.0091
ATR	0.0038	0.0037	0.0000	-1.1%	0.0000
Volume	168	573	405	241.1%	977

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9386	0.9374	0.9316
R3	0.9354	0.9342	0.9307
R2	0.9322	0.9322	0.9304
R1	0.9310	0.9310	0.9301	0.9316
PP	0.9290	0.9290	0.9290	0.9293
S1	0.9278	0.9278	0.9295	0.9284
S2	0.9258	0.9258	0.9292
S3	0.9226	0.9246	0.9289
S4	0.9194	0.9214	0.9280

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	0.9270	0.0100	1.1%	0.0039	0.4%	28%	False	True	239
10	0.9377	0.9270	0.0107	1.2%	0.0039	0.4%	26%	False	True	247
20	0.9377	0.9110	0.0267	2.9%	0.0036	0.4%	70%	False	False	272
40	0.9377	0.9085	0.0292	3.1%	0.0030	0.3%	73%	False	False	205
60	0.9377	0.8999	0.0378	4.1%	0.0027	0.3%	79%	False	False	156
80	0.9377	0.8831	0.0546	5.9%	0.0028	0.3%	86%	False	False	128
100	0.9377	0.8831	0.0546	5.9%	0.0030	0.3%	86%	False	False	114

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9438
2.618	0.9386
1.618	0.9354
1.000	0.9334
0.618	0.9322
HIGH	0.9302
0.618	0.9290
0.500	0.9286
0.382	0.9282
LOW	0.9270
0.618	0.9250
1.000	0.9238
1.618	0.9218
2.618	0.9186
4.250	0.9134

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	0.9294	0.9320
PP	0.9290	0.9313
S1	0.9286	0.9305

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols