CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 0.8927 0.8910 -0.0017 -0.2% 0.8871
High 0.8947 0.8928 -0.0019 -0.2% 0.9009
Low 0.8891 0.8897 0.0006 0.1% 0.8860
Close 0.8904 0.8909 0.0005 0.1% 0.8904
Range 0.0056 0.0031 -0.0025 -44.6% 0.0149
ATR 0.0070 0.0067 -0.0003 -4.0% 0.0000
Volume 85,730 37,459 -48,271 -56.3% 382,258
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9004 0.8988 0.8926
R3 0.8973 0.8957 0.8918
R2 0.8942 0.8942 0.8915
R1 0.8926 0.8926 0.8912 0.8919
PP 0.8911 0.8911 0.8911 0.8908
S1 0.8895 0.8895 0.8906 0.8888
S2 0.8880 0.8880 0.8903
S3 0.8849 0.8864 0.8900
S4 0.8818 0.8833 0.8892
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9371 0.9287 0.8986
R3 0.9222 0.9138 0.8945
R2 0.9073 0.9073 0.8931
R1 0.8989 0.8989 0.8918 0.9031
PP 0.8924 0.8924 0.8924 0.8946
S1 0.8840 0.8840 0.8890 0.8882
S2 0.8775 0.8775 0.8877
S3 0.8626 0.8691 0.8863
S4 0.8477 0.8542 0.8822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9009 0.8891 0.0118 1.3% 0.0064 0.7% 15% False False 70,249
10 0.9016 0.8857 0.0159 1.8% 0.0074 0.8% 33% False False 71,802
20 0.9167 0.8857 0.0310 3.5% 0.0072 0.8% 17% False False 70,085
40 0.9226 0.8857 0.0369 4.1% 0.0064 0.7% 14% False False 41,754
60 0.9300 0.8857 0.0443 5.0% 0.0055 0.6% 12% False False 27,927
80 0.9377 0.8857 0.0520 5.8% 0.0051 0.6% 10% False False 21,021
100 0.9377 0.8857 0.0520 5.8% 0.0046 0.5% 10% False False 16,855
120 0.9377 0.8857 0.0520 5.8% 0.0042 0.5% 10% False False 14,057
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.9060
2.618 0.9009
1.618 0.8978
1.000 0.8959
0.618 0.8947
HIGH 0.8928
0.618 0.8916
0.500 0.8913
0.382 0.8909
LOW 0.8897
0.618 0.8878
1.000 0.8866
1.618 0.8847
2.618 0.8816
4.250 0.8765
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 0.8913 0.8950
PP 0.8911 0.8936
S1 0.8910 0.8923

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

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