CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 0.8843 0.8897 0.0054 0.6% 0.8910
High 0.8914 0.8929 0.0015 0.2% 0.8928
Low 0.8840 0.8832 -0.0008 -0.1% 0.8769
Close 0.8895 0.8888 -0.0007 -0.1% 0.8859
Range 0.0074 0.0097 0.0023 31.1% 0.0159
ATR 0.0072 0.0073 0.0002 2.5% 0.0000
Volume 52,448 87,820 35,372 67.4% 392,639
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9174 0.9128 0.8941
R3 0.9077 0.9031 0.8915
R2 0.8980 0.8980 0.8906
R1 0.8934 0.8934 0.8897 0.8909
PP 0.8883 0.8883 0.8883 0.8870
S1 0.8837 0.8837 0.8879 0.8812
S2 0.8786 0.8786 0.8870
S3 0.8689 0.8740 0.8861
S4 0.8592 0.8643 0.8835
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 0.8929 0.8787 0.0142 1.6% 0.0074 0.8% 71% True False 63,621
10 0.9009 0.8769 0.0240 2.7% 0.0076 0.9% 50% False False 72,779
20 0.9023 0.8769 0.0254 2.9% 0.0074 0.8% 47% False False 72,394
40 0.9226 0.8769 0.0457 5.1% 0.0072 0.8% 26% False False 54,903
60 0.9226 0.8769 0.0457 5.1% 0.0061 0.7% 26% False False 36,726
80 0.9377 0.8769 0.0608 6.8% 0.0055 0.6% 20% False False 27,615
100 0.9377 0.8769 0.0608 6.8% 0.0050 0.6% 20% False False 22,139
120 0.9377 0.8769 0.0608 6.8% 0.0046 0.5% 20% False False 18,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9341
2.618 0.9183
1.618 0.9086
1.000 0.9026
0.618 0.8989
HIGH 0.8929
0.618 0.8892
0.500 0.8881
0.382 0.8869
LOW 0.8832
0.618 0.8772
1.000 0.8735
1.618 0.8675
2.618 0.8578
4.250 0.8420
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 0.8886 0.8886
PP 0.8883 0.8883
S1 0.8881 0.8881

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

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