CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 0.8910 0.8919 0.0009 0.1% 0.8871
High 0.8928 0.8922 -0.0006 -0.1% 0.9009
Low 0.8897 0.8825 -0.0072 -0.8% 0.8860
Close 0.8909 0.8842 -0.0067 -0.8% 0.8904
Range 0.0031 0.0097 0.0066 212.9% 0.0149
ATR 0.0067 0.0069 0.0002 3.1% 0.0000
Volume 37,459 64,725 27,266 72.8% 382,258
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9154 0.9095 0.8895
R3 0.9057 0.8998 0.8869
R2 0.8960 0.8960 0.8860
R1 0.8901 0.8901 0.8851 0.8882
PP 0.8863 0.8863 0.8863 0.8854
S1 0.8804 0.8804 0.8833 0.8785
S2 0.8766 0.8766 0.8824
S3 0.8669 0.8707 0.8815
S4 0.8572 0.8610 0.8789
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 0.8825 0.0184 2.1% 0.0073 0.8% 9% False True 68,581
10 0.9016 0.8825 0.0191 2.2% 0.0077 0.9% 9% False True 70,605
20 0.9167 0.8825 0.0342 3.9% 0.0073 0.8% 5% False True 69,562
40 0.9226 0.8825 0.0401 4.5% 0.0066 0.7% 4% False True 43,358
60 0.9300 0.8825 0.0475 5.4% 0.0057 0.6% 4% False True 29,003
80 0.9377 0.8825 0.0552 6.2% 0.0051 0.6% 3% False True 21,828
100 0.9377 0.8825 0.0552 6.2% 0.0047 0.5% 3% False True 17,502
120 0.9377 0.8825 0.0552 6.2% 0.0042 0.5% 3% False True 14,596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9334
2.618 0.9176
1.618 0.9079
1.000 0.9019
0.618 0.8982
HIGH 0.8922
0.618 0.8885
0.500 0.8874
0.382 0.8862
LOW 0.8825
0.618 0.8765
1.000 0.8728
1.618 0.8668
2.618 0.8571
4.250 0.8413
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 0.8874 0.8886
PP 0.8863 0.8871
S1 0.8853 0.8857

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

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