CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 0.9085 0.9115 0.0030 0.3% 0.9175
High 0.9125 0.9121 -0.0004 0.0% 0.9218
Low 0.9058 0.9022 -0.0036 -0.4% 0.9116
Close 0.9114 0.9025 -0.0089 -1.0% 0.9166
Range 0.0067 0.0099 0.0032 47.8% 0.0102
ATR 0.0052 0.0055 0.0003 6.5% 0.0000
Volume 28,715 46,654 17,939 62.5% 16,743
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9353 0.9288 0.9079
R3 0.9254 0.9189 0.9052
R2 0.9155 0.9155 0.9043
R1 0.9090 0.9090 0.9034 0.9073
PP 0.9056 0.9056 0.9056 0.9048
S1 0.8991 0.8991 0.9016 0.8974
S2 0.8957 0.8957 0.9007
S3 0.8858 0.8892 0.8998
S4 0.8759 0.8793 0.8971
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9473 0.9421 0.9222
R3 0.9371 0.9319 0.9194
R2 0.9269 0.9269 0.9185
R1 0.9217 0.9217 0.9175 0.9192
PP 0.9167 0.9167 0.9167 0.9154
S1 0.9115 0.9115 0.9157 0.9090
S2 0.9065 0.9065 0.9147
S3 0.8963 0.9013 0.9138
S4 0.8861 0.8911 0.9110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9203 0.9022 0.0181 2.0% 0.0071 0.8% 2% False True 22,397
10 0.9226 0.9022 0.0204 2.3% 0.0063 0.7% 1% False True 12,773
20 0.9226 0.9022 0.0204 2.3% 0.0053 0.6% 1% False True 6,857
40 0.9304 0.9022 0.0282 3.1% 0.0046 0.5% 1% False True 3,600
60 0.9377 0.9022 0.0355 3.9% 0.0043 0.5% 1% False True 2,483
80 0.9377 0.9022 0.0355 3.9% 0.0039 0.4% 1% False True 1,902
100 0.9377 0.8999 0.0378 4.2% 0.0035 0.4% 7% False False 1,534
120 0.9377 0.8857 0.0520 5.8% 0.0034 0.4% 32% False False 1,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9542
2.618 0.9380
1.618 0.9281
1.000 0.9220
0.618 0.9182
HIGH 0.9121
0.618 0.9083
0.500 0.9072
0.382 0.9060
LOW 0.9022
0.618 0.8961
1.000 0.8923
1.618 0.8862
2.618 0.8763
4.250 0.8601
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 0.9072 0.9074
PP 0.9056 0.9057
S1 0.9041 0.9041

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

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