CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 0.8842 0.8841 -0.0001 0.0% 0.8823
High 0.8875 0.8843 -0.0032 -0.4% 0.8872
Low 0.8825 0.8796 -0.0029 -0.3% 0.8764
Close 0.8847 0.8814 -0.0033 -0.4% 0.8857
Range 0.0050 0.0047 -0.0003 -6.0% 0.0108
ATR 0.0069 0.0068 -0.0001 -1.9% 0.0000
Volume 43,177 58,480 15,303 35.4% 293,927
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8959 0.8933 0.8840
R3 0.8912 0.8886 0.8827
R2 0.8865 0.8865 0.8823
R1 0.8839 0.8839 0.8818 0.8829
PP 0.8818 0.8818 0.8818 0.8812
S1 0.8792 0.8792 0.8810 0.8782
S2 0.8771 0.8771 0.8805
S3 0.8724 0.8745 0.8801
S4 0.8677 0.8698 0.8788
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9155 0.9114 0.8916
R3 0.9047 0.9006 0.8887
R2 0.8939 0.8939 0.8877
R1 0.8898 0.8898 0.8867 0.8919
PP 0.8831 0.8831 0.8831 0.8841
S1 0.8790 0.8790 0.8847 0.8811
S2 0.8723 0.8723 0.8837
S3 0.8615 0.8682 0.8827
S4 0.8507 0.8574 0.8798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8875 0.8771 0.0104 1.2% 0.0064 0.7% 41% False False 56,694
10 0.8875 0.8727 0.0148 1.7% 0.0067 0.8% 59% False False 58,381
20 0.8980 0.8712 0.0268 3.0% 0.0066 0.8% 38% False False 58,538
40 0.9023 0.8712 0.0311 3.5% 0.0070 0.8% 33% False False 65,466
60 0.9226 0.8712 0.0514 5.8% 0.0070 0.8% 20% False False 56,114
80 0.9226 0.8712 0.0514 5.8% 0.0062 0.7% 20% False False 42,179
100 0.9377 0.8712 0.0665 7.5% 0.0057 0.7% 15% False False 33,800
120 0.9377 0.8712 0.0665 7.5% 0.0052 0.6% 15% False False 28,206
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9043
2.618 0.8966
1.618 0.8919
1.000 0.8890
0.618 0.8872
HIGH 0.8843
0.618 0.8825
0.500 0.8820
0.382 0.8814
LOW 0.8796
0.618 0.8767
1.000 0.8749
1.618 0.8720
2.618 0.8673
4.250 0.8596
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 0.8820 0.8836
PP 0.8818 0.8828
S1 0.8816 0.8821

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

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