CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.9115 0.9043 -0.0072 -0.8% 0.9166
High 0.9121 0.9045 -0.0076 -0.8% 0.9167
Low 0.9022 0.8990 -0.0032 -0.4% 0.8990
Close 0.9025 0.8995 -0.0030 -0.3% 0.8995
Range 0.0099 0.0055 -0.0044 -44.4% 0.0177
ATR 0.0055 0.0055 0.0000 0.0% 0.0000
Volume 46,654 70,552 23,898 51.2% 179,375
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9175 0.9140 0.9025
R3 0.9120 0.9085 0.9010
R2 0.9065 0.9065 0.9005
R1 0.9030 0.9030 0.9000 0.9020
PP 0.9010 0.9010 0.9010 0.9005
S1 0.8975 0.8975 0.8990 0.8965
S2 0.8955 0.8955 0.8985
S3 0.8900 0.8920 0.8980
S4 0.8845 0.8865 0.8965
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9582 0.9465 0.9092
R3 0.9405 0.9288 0.9044
R2 0.9228 0.9228 0.9027
R1 0.9111 0.9111 0.9011 0.9081
PP 0.9051 0.9051 0.9051 0.9036
S1 0.8934 0.8934 0.8979 0.8904
S2 0.8874 0.8874 0.8963
S3 0.8697 0.8757 0.8946
S4 0.8520 0.8580 0.8898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9167 0.8990 0.0177 2.0% 0.0072 0.8% 3% False True 35,875
10 0.9226 0.8990 0.0236 2.6% 0.0066 0.7% 2% False True 19,725
20 0.9226 0.8990 0.0236 2.6% 0.0055 0.6% 2% False True 10,376
40 0.9304 0.8990 0.0314 3.5% 0.0046 0.5% 2% False True 5,354
60 0.9377 0.8990 0.0387 4.3% 0.0043 0.5% 1% False True 3,658
80 0.9377 0.8990 0.0387 4.3% 0.0039 0.4% 1% False True 2,784
100 0.9377 0.8990 0.0387 4.3% 0.0035 0.4% 1% False True 2,240
120 0.9377 0.8881 0.0496 5.5% 0.0034 0.4% 23% False False 1,873
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9279
2.618 0.9189
1.618 0.9134
1.000 0.9100
0.618 0.9079
HIGH 0.9045
0.618 0.9024
0.500 0.9018
0.382 0.9011
LOW 0.8990
0.618 0.8956
1.000 0.8935
1.618 0.8901
2.618 0.8846
4.250 0.8756
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.9018 0.9058
PP 0.9010 0.9037
S1 0.9003 0.9016

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

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