CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 0.9026 0.9095 0.0069 0.8% 0.9166
High 0.9099 0.9132 0.0033 0.4% 0.9167
Low 0.9012 0.9056 0.0044 0.5% 0.8990
Close 0.9090 0.9094 0.0004 0.0% 0.8995
Range 0.0087 0.0076 -0.0011 -12.6% 0.0177
ATR 0.0057 0.0059 0.0001 2.3% 0.0000
Volume 75,195 84,260 9,065 12.1% 179,375
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9322 0.9284 0.9136
R3 0.9246 0.9208 0.9115
R2 0.9170 0.9170 0.9108
R1 0.9132 0.9132 0.9101 0.9113
PP 0.9094 0.9094 0.9094 0.9085
S1 0.9056 0.9056 0.9087 0.9037
S2 0.9018 0.9018 0.9080
S3 0.8942 0.8980 0.9073
S4 0.8866 0.8904 0.9052
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 0.9132 0.8990 0.0142 1.6% 0.0074 0.8% 73% True False 67,564
10 0.9218 0.8990 0.0228 2.5% 0.0070 0.8% 46% False False 40,939
20 0.9226 0.8990 0.0236 2.6% 0.0060 0.7% 44% False False 21,356
40 0.9300 0.8990 0.0310 3.4% 0.0050 0.6% 34% False False 10,828
60 0.9377 0.8990 0.0387 4.3% 0.0045 0.5% 27% False False 7,312
80 0.9377 0.8990 0.0387 4.3% 0.0041 0.4% 27% False False 5,539
100 0.9377 0.8990 0.0387 4.3% 0.0037 0.4% 27% False False 4,444
120 0.9377 0.8977 0.0400 4.4% 0.0035 0.4% 29% False False 3,711
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9455
2.618 0.9331
1.618 0.9255
1.000 0.9208
0.618 0.9179
HIGH 0.9132
0.618 0.9103
0.500 0.9094
0.382 0.9085
LOW 0.9056
0.618 0.9009
1.000 0.8980
1.618 0.8933
2.618 0.8857
4.250 0.8733
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 0.9094 0.9083
PP 0.9094 0.9072
S1 0.9094 0.9061

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

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