CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 25-Nov-2014

Day Change Summary
	Previous	Current
	24-Nov-2014	25-Nov-2014	Change	Change %	Previous Week
Open	0.8893	0.8859	-0.0034	-0.4%	0.8851
High	0.8904	0.8898	-0.0006	-0.1%	0.8931
Low	0.8835	0.8831	-0.0004	0.0%	0.8790
Close	0.8846	0.8880	0.0034	0.4%	0.8892
Range	0.0069	0.0067	-0.0002	-2.9%	0.0141
ATR	0.0070	0.0070	0.0000	-0.3%	0.0000
Volume	47,712	58,866	11,154	23.4%	281,566

Daily Pivots for day following 25-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9071	0.9042	0.8917
R3	0.9004	0.8975	0.8898
R2	0.8937	0.8937	0.8892
R1	0.8908	0.8908	0.8886	0.8923
PP	0.8870	0.8870	0.8870	0.8877
S1	0.8841	0.8841	0.8874	0.8856
S2	0.8803	0.8803	0.8868
S3	0.8736	0.8774	0.8862
S4	0.8669	0.8707	0.8843

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9294	0.9234	0.8970
R3	0.9153	0.9093	0.8931
R2	0.9012	0.9012	0.8918
R1	0.8952	0.8952	0.8905	0.8982
PP	0.8871	0.8871	0.8871	0.8886
S1	0.8811	0.8811	0.8879	0.8841
S2	0.8730	0.8730	0.8866
S3	0.8589	0.8670	0.8853
S4	0.8448	0.8529	0.8814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8931	0.8790	0.0141	1.6%	0.0070	0.8%	64%	False	False	59,672
10	0.8931	0.8771	0.0160	1.8%	0.0068	0.8%	68%	False	False	58,603
20	0.8980	0.8712	0.0268	3.0%	0.0072	0.8%	63%	False	False	61,828
40	0.9016	0.8712	0.0304	3.4%	0.0072	0.8%	55%	False	False	64,533
60	0.9218	0.8712	0.0506	5.7%	0.0071	0.8%	33%	False	False	59,940
80	0.9226	0.8712	0.0514	5.8%	0.0064	0.7%	33%	False	False	45,159
100	0.9370	0.8712	0.0658	7.4%	0.0059	0.7%	26%	False	False	36,189
120	0.9377	0.8712	0.0665	7.5%	0.0054	0.6%	25%	False	False	30,202

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9183
2.618	0.9073
1.618	0.9006
1.000	0.8965
0.618	0.8939
HIGH	0.8898
0.618	0.8872
0.500	0.8865
0.382	0.8857
LOW	0.8831
0.618	0.8790
1.000	0.8764
1.618	0.8723
2.618	0.8656
4.250	0.8546

Fisher Pivots for day following 25-Nov-2014
Pivot	1 day	3 day
R1	0.8875	0.8879
PP	0.8870	0.8878
S1	0.8865	0.8878

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols