CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 0.8889 0.8886 -0.0003 0.0% 0.8847
High 0.8921 0.8906 -0.0015 -0.2% 0.8929
Low 0.8882 0.8873 -0.0009 -0.1% 0.8832
Close 0.8893 0.8888 -0.0005 -0.1% 0.8893
Range 0.0039 0.0033 -0.0006 -15.4% 0.0097
ATR 0.0069 0.0067 -0.0003 -3.7% 0.0000
Volume 40,436 34,184 -6,252 -15.5% 258,334
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8988 0.8971 0.8906
R3 0.8955 0.8938 0.8897
R2 0.8922 0.8922 0.8894
R1 0.8905 0.8905 0.8891 0.8914
PP 0.8889 0.8889 0.8889 0.8893
S1 0.8872 0.8872 0.8885 0.8881
S2 0.8856 0.8856 0.8882
S3 0.8823 0.8839 0.8879
S4 0.8790 0.8806 0.8870
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9176 0.9131 0.8946
R3 0.9079 0.9034 0.8920
R2 0.8982 0.8982 0.8911
R1 0.8937 0.8937 0.8902 0.8960
PP 0.8885 0.8885 0.8885 0.8896
S1 0.8840 0.8840 0.8884 0.8863
S2 0.8788 0.8788 0.8875
S3 0.8691 0.8743 0.8866
S4 0.8594 0.8646 0.8840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8929 0.8832 0.0097 1.1% 0.0058 0.6% 58% False False 51,717
10 0.8929 0.8769 0.0160 1.8% 0.0071 0.8% 74% False False 64,769
20 0.9016 0.8769 0.0247 2.8% 0.0072 0.8% 48% False False 68,286
40 0.9218 0.8769 0.0449 5.1% 0.0070 0.8% 27% False False 57,667
60 0.9226 0.8769 0.0457 5.1% 0.0061 0.7% 26% False False 38,677
80 0.9370 0.8769 0.0601 6.8% 0.0055 0.6% 20% False False 29,086
100 0.9377 0.8769 0.0608 6.8% 0.0050 0.6% 20% False False 23,319
120 0.9377 0.8769 0.0608 6.8% 0.0046 0.5% 20% False False 19,450
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9046
2.618 0.8992
1.618 0.8959
1.000 0.8939
0.618 0.8926
HIGH 0.8906
0.618 0.8893
0.500 0.8890
0.382 0.8886
LOW 0.8873
0.618 0.8853
1.000 0.8840
1.618 0.8820
2.618 0.8787
4.250 0.8733
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 0.8890 0.8894
PP 0.8889 0.8892
S1 0.8889 0.8890

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

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