CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 0.9267 0.9277 0.0010 0.1% 0.9279
High 0.9285 0.9283 -0.0002 0.0% 0.9304
Low 0.9267 0.9262 -0.0005 -0.1% 0.9235
Close 0.9281 0.9283 0.0002 0.0% 0.9284
Range 0.0018 0.0021 0.0003 16.7% 0.0069
ATR 0.0037 0.0035 -0.0001 -3.0% 0.0000
Volume 180 76 -104 -57.8% 2,620
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9339 0.9332 0.9295
R3 0.9318 0.9311 0.9289
R2 0.9297 0.9297 0.9287
R1 0.9290 0.9290 0.9285 0.9294
PP 0.9276 0.9276 0.9276 0.9278
S1 0.9269 0.9269 0.9281 0.9273
S2 0.9255 0.9255 0.9279
S3 0.9234 0.9248 0.9277
S4 0.9213 0.9227 0.9271
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9481 0.9452 0.9322
R3 0.9412 0.9383 0.9303
R2 0.9343 0.9343 0.9297
R1 0.9314 0.9314 0.9290 0.9329
PP 0.9274 0.9274 0.9274 0.9282
S1 0.9245 0.9245 0.9278 0.9260
S2 0.9205 0.9205 0.9271
S3 0.9136 0.9176 0.9265
S4 0.9067 0.9107 0.9246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9304 0.9235 0.0069 0.7% 0.0030 0.3% 70% False False 443
10 0.9370 0.9235 0.0135 1.5% 0.0035 0.4% 36% False False 334
20 0.9377 0.9235 0.0142 1.5% 0.0034 0.4% 34% False False 280
40 0.9377 0.9085 0.0292 3.1% 0.0031 0.3% 68% False False 250
60 0.9377 0.9014 0.0363 3.9% 0.0028 0.3% 74% False False 189
80 0.9377 0.8977 0.0400 4.3% 0.0027 0.3% 77% False False 153
100 0.9377 0.8831 0.0546 5.9% 0.0030 0.3% 83% False False 134
120 0.9377 0.8831 0.0546 5.9% 0.0032 0.3% 83% False False 120
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9372
2.618 0.9338
1.618 0.9317
1.000 0.9304
0.618 0.9296
HIGH 0.9283
0.618 0.9275
0.500 0.9273
0.382 0.9270
LOW 0.9262
0.618 0.9249
1.000 0.9241
1.618 0.9228
2.618 0.9207
4.250 0.9173
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 0.9280 0.9283
PP 0.9276 0.9283
S1 0.9273 0.9283

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

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