CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 0.9043 0.9000 -0.0043 -0.5% 0.9166
High 0.9045 0.9042 -0.0003 0.0% 0.9167
Low 0.8990 0.8990 0.0000 0.0% 0.8990
Close 0.8995 0.9029 0.0034 0.4% 0.8995
Range 0.0055 0.0052 -0.0003 -5.5% 0.0177
ATR 0.0055 0.0055 0.0000 -0.4% 0.0000
Volume 70,552 61,161 -9,391 -13.3% 179,375
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9176 0.9155 0.9058
R3 0.9124 0.9103 0.9043
R2 0.9072 0.9072 0.9039
R1 0.9051 0.9051 0.9034 0.9062
PP 0.9020 0.9020 0.9020 0.9026
S1 0.8999 0.8999 0.9024 0.9010
S2 0.8968 0.8968 0.9019
S3 0.8916 0.8947 0.9015
S4 0.8864 0.8895 0.9000
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 0.9125 0.8990 0.0135 1.5% 0.0066 0.7% 29% False True 45,404
10 0.9218 0.8990 0.0228 2.5% 0.0066 0.7% 17% False True 25,727
20 0.9226 0.8990 0.0236 2.6% 0.0055 0.6% 17% False True 13,423
40 0.9300 0.8990 0.0310 3.4% 0.0047 0.5% 13% False True 6,848
60 0.9377 0.8990 0.0387 4.3% 0.0044 0.5% 10% False True 4,667
80 0.9377 0.8990 0.0387 4.3% 0.0039 0.4% 10% False True 3,548
100 0.9377 0.8990 0.0387 4.3% 0.0036 0.4% 10% False True 2,851
120 0.9377 0.8896 0.0481 5.3% 0.0035 0.4% 28% False False 2,383
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 False
Stretch 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9263
2.618 0.9178
1.618 0.9126
1.000 0.9094
0.618 0.9074
HIGH 0.9042
0.618 0.9022
0.500 0.9016
0.382 0.9010
LOW 0.8990
0.618 0.8958
1.000 0.8938
1.618 0.8906
2.618 0.8854
4.250 0.8769
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 0.9025 0.9056
PP 0.9020 0.9047
S1 0.9016 0.9038

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

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