CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	0.9112	0.9085	-0.0027	-0.3%	0.9123
High	0.9145	0.9130	-0.0015	-0.2%	0.9145
Low	0.9076	0.9083	0.0007	0.1%	0.9075
Close	0.9086	0.9123	0.0037	0.4%	0.9086
Range	0.0069	0.0047	-0.0022	-31.9%	0.0070
ATR	0.0041	0.0042	0.0000	1.0%	0.0000
Volume	245	409	164	66.9%	1,353

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9253	0.9235	0.9149
R3	0.9206	0.9188	0.9136
R2	0.9159	0.9159	0.9132
R1	0.9141	0.9141	0.9127	0.9150
PP	0.9112	0.9112	0.9112	0.9117
S1	0.9094	0.9094	0.9119	0.9103
S2	0.9065	0.9065	0.9114
S3	0.9018	0.9047	0.9110
S4	0.8971	0.9000	0.9097

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9312	0.9269	0.9125
R3	0.9242	0.9199	0.9105
R2	0.9172	0.9172	0.9099
R1	0.9129	0.9129	0.9092	0.9116
PP	0.9102	0.9102	0.9102	0.9095
S1	0.9059	0.9059	0.9080	0.9046
S2	0.9032	0.9032	0.9073
S3	0.8962	0.8989	0.9067
S4	0.8892	0.8919	0.9048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9145	0.9075	0.0070	0.8%	0.0051	0.6%	69%	False	False	318
10	0.9225	0.9075	0.0150	1.6%	0.0046	0.5%	32%	False	False	329
20	0.9304	0.9075	0.0229	2.5%	0.0040	0.4%	21%	False	False	326
40	0.9377	0.9075	0.0302	3.3%	0.0038	0.4%	16%	False	False	299
60	0.9377	0.9075	0.0302	3.3%	0.0033	0.4%	16%	False	False	245
80	0.9377	0.8999	0.0378	4.1%	0.0030	0.3%	33%	False	False	198
100	0.9377	0.8831	0.0546	6.0%	0.0030	0.3%	53%	False	False	167
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.3%	53%	False	False	149

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9330
2.618	0.9253
1.618	0.9206
1.000	0.9177
0.618	0.9159
HIGH	0.9130
0.618	0.9112
0.500	0.9107
0.382	0.9101
LOW	0.9083
0.618	0.9054
1.000	0.9036
1.618	0.9007
2.618	0.8960
4.250	0.8883

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	0.9118	0.9119
PP	0.9112	0.9115
S1	0.9107	0.9111

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