CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 0.8841 0.8810 -0.0031 -0.4% 0.8823
High 0.8843 0.8850 0.0007 0.1% 0.8872
Low 0.8796 0.8790 -0.0006 -0.1% 0.8764
Close 0.8814 0.8842 0.0028 0.3% 0.8857
Range 0.0047 0.0060 0.0013 27.7% 0.0108
ATR 0.0068 0.0068 -0.0001 -0.9% 0.0000
Volume 58,480 51,869 -6,611 -11.3% 293,927
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9007 0.8985 0.8875
R3 0.8947 0.8925 0.8859
R2 0.8887 0.8887 0.8853
R1 0.8865 0.8865 0.8848 0.8876
PP 0.8827 0.8827 0.8827 0.8833
S1 0.8805 0.8805 0.8837 0.8816
S2 0.8767 0.8767 0.8831
S3 0.8707 0.8745 0.8826
S4 0.8647 0.8685 0.8809
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% 0.0061 0.7% 68% False False 57,159
10 0.8875 0.8727 0.0148 1.7% 0.0068 0.8% 78% False False 58,172
20 0.8980 0.8712 0.0268 3.0% 0.0067 0.8% 49% False False 58,946
40 0.9016 0.8712 0.0304 3.4% 0.0070 0.8% 43% False False 64,869
60 0.9226 0.8712 0.0514 5.8% 0.0069 0.8% 25% False False 56,886
80 0.9226 0.8712 0.0514 5.8% 0.0063 0.7% 25% False False 42,818
100 0.9377 0.8712 0.0665 7.5% 0.0058 0.7% 20% False False 34,315
120 0.9377 0.8712 0.0665 7.5% 0.0053 0.6% 20% False False 28,637
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9105
2.618 0.9007
1.618 0.8947
1.000 0.8910
0.618 0.8887
HIGH 0.8850
0.618 0.8827
0.500 0.8820
0.382 0.8813
LOW 0.8790
0.618 0.8753
1.000 0.8730
1.618 0.8693
2.618 0.8633
4.250 0.8535
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 0.8835 0.8839
PP 0.8827 0.8836
S1 0.8820 0.8833

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

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