CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 0.8858 0.8798 -0.0060 -0.7% 0.8886
High 0.8868 0.8809 -0.0059 -0.7% 0.8980
Low 0.8780 0.8741 -0.0039 -0.4% 0.8813
Close 0.8789 0.8769 -0.0020 -0.2% 0.8860
Range 0.0088 0.0068 -0.0020 -22.7% 0.0167
ATR 0.0071 0.0071 0.0000 -0.3% 0.0000
Volume 63,695 61,696 -1,999 -3.1% 304,543
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8977 0.8941 0.8806
R3 0.8909 0.8873 0.8788
R2 0.8841 0.8841 0.8781
R1 0.8805 0.8805 0.8775 0.8789
PP 0.8773 0.8773 0.8773 0.8765
S1 0.8737 0.8737 0.8763 0.8721
S2 0.8705 0.8705 0.8757
S3 0.8637 0.8669 0.8750
S4 0.8569 0.8601 0.8732
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9385 0.9290 0.8952
R3 0.9218 0.9123 0.8906
R2 0.9051 0.9051 0.8891
R1 0.8956 0.8956 0.8875 0.8920
PP 0.8884 0.8884 0.8884 0.8867
S1 0.8789 0.8789 0.8845 0.8753
S2 0.8717 0.8717 0.8829
S3 0.8550 0.8622 0.8814
S4 0.8383 0.8455 0.8768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8980 0.8741 0.0239 2.7% 0.0080 0.9% 12% False True 67,998
10 0.8980 0.8741 0.0239 2.7% 0.0068 0.8% 12% False True 60,188
20 0.9009 0.8741 0.0268 3.1% 0.0072 0.8% 10% False True 66,081
40 0.9167 0.8741 0.0426 4.9% 0.0072 0.8% 7% False True 66,306
60 0.9226 0.8741 0.0485 5.5% 0.0064 0.7% 6% False True 45,243
80 0.9304 0.8741 0.0563 6.4% 0.0058 0.7% 5% False True 34,014
100 0.9377 0.8741 0.0636 7.3% 0.0054 0.6% 4% False True 27,265
120 0.9377 0.8741 0.0636 7.3% 0.0049 0.6% 4% False True 22,744
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9098
2.618 0.8987
1.618 0.8919
1.000 0.8877
0.618 0.8851
HIGH 0.8809
0.618 0.8783
0.500 0.8775
0.382 0.8767
LOW 0.8741
0.618 0.8699
1.000 0.8673
1.618 0.8631
2.618 0.8563
4.250 0.8452
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 0.8775 0.8836
PP 0.8773 0.8813
S1 0.8771 0.8791

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

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