CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	0.9116	0.9137	0.0021	0.2%	0.9123
High	0.9136	0.9140	0.0004	0.0%	0.9145
Low	0.9104	0.9118	0.0014	0.2%	0.9075
Close	0.9134	0.9132	-0.0002	0.0%	0.9086
Range	0.0032	0.0022	-0.0010	-31.3%	0.0070
ATR	0.0041	0.0040	-0.0001	-3.3%	0.0000
Volume	292	288	-4	-1.4%	1,353

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9196	0.9186	0.9144
R3	0.9174	0.9164	0.9138
R2	0.9152	0.9152	0.9136
R1	0.9142	0.9142	0.9134	0.9136
PP	0.9130	0.9130	0.9130	0.9127
S1	0.9120	0.9120	0.9130	0.9114
S2	0.9108	0.9108	0.9128
S3	0.9086	0.9098	0.9126
S4	0.9064	0.9076	0.9120

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	0.9076	0.0069	0.8%	0.0040	0.4%	81%	False	False	329
10	0.9160	0.9075	0.0085	0.9%	0.0041	0.4%	67%	False	False	289
20	0.9304	0.9075	0.0229	2.5%	0.0038	0.4%	25%	False	False	343
40	0.9377	0.9075	0.0302	3.3%	0.0038	0.4%	19%	False	False	296
60	0.9377	0.9075	0.0302	3.3%	0.0034	0.4%	19%	False	False	250
80	0.9377	0.8999	0.0378	4.1%	0.0030	0.3%	35%	False	False	204
100	0.9377	0.8857	0.0520	5.7%	0.0030	0.3%	53%	False	False	171
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.3%	55%	False	False	153

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	True
Stretch	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9234
2.618	0.9198
1.618	0.9176
1.000	0.9162
0.618	0.9154
HIGH	0.9140
0.618	0.9132
0.500	0.9129
0.382	0.9126
LOW	0.9118
0.618	0.9104
1.000	0.9096
1.618	0.9082
2.618	0.9060
4.250	0.9025

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	0.9131	0.9125
PP	0.9130	0.9118
S1	0.9129	0.9112

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