CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 0.8847 0.8843 -0.0004 0.0% 0.8910
High 0.8874 0.8914 0.0040 0.5% 0.8928
Low 0.8841 0.8840 -0.0001 0.0% 0.8769
Close 0.8849 0.8895 0.0046 0.5% 0.8859
Range 0.0033 0.0074 0.0041 124.2% 0.0159
ATR 0.0071 0.0072 0.0000 0.3% 0.0000
Volume 33,932 52,448 18,516 54.6% 392,639
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9105 0.9074 0.8936
R3 0.9031 0.9000 0.8915
R2 0.8957 0.8957 0.8909
R1 0.8926 0.8926 0.8902 0.8942
PP 0.8883 0.8883 0.8883 0.8891
S1 0.8852 0.8852 0.8888 0.8868
S2 0.8809 0.8809 0.8881
S3 0.8735 0.8778 0.8875
S4 0.8661 0.8704 0.8854
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9329 0.9253 0.8946
R3 0.9170 0.9094 0.8903
R2 0.9011 0.9011 0.8888
R1 0.8935 0.8935 0.8874 0.8894
PP 0.8852 0.8852 0.8852 0.8831
S1 0.8776 0.8776 0.8844 0.8735
S2 0.8693 0.8693 0.8830
S3 0.8534 0.8617 0.8815
S4 0.8375 0.8458 0.8772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8914 0.8769 0.0145 1.6% 0.0079 0.9% 87% True False 75,367
10 0.9009 0.8769 0.0240 2.7% 0.0076 0.9% 53% False False 71,974
20 0.9030 0.8769 0.0261 2.9% 0.0072 0.8% 48% False False 71,658
40 0.9226 0.8769 0.0457 5.1% 0.0071 0.8% 28% False False 52,730
60 0.9226 0.8769 0.0457 5.1% 0.0060 0.7% 28% False False 35,267
80 0.9377 0.8769 0.0608 6.8% 0.0054 0.6% 21% False False 26,521
100 0.9377 0.8769 0.0608 6.8% 0.0049 0.5% 21% False False 21,261
120 0.9377 0.8769 0.0608 6.8% 0.0045 0.5% 21% False False 17,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9229
2.618 0.9108
1.618 0.9034
1.000 0.8988
0.618 0.8960
HIGH 0.8914
0.618 0.8886
0.500 0.8877
0.382 0.8868
LOW 0.8840
0.618 0.8794
1.000 0.8766
1.618 0.8720
2.618 0.8646
4.250 0.8526
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 0.8889 0.8889
PP 0.8883 0.8883
S1 0.8877 0.8877

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

View Archives - Comment on this page... - Back to Index of Symbols