CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 0.8880 0.8878 -0.0002 0.0% 0.8893
High 0.8903 0.8897 -0.0006 -0.1% 0.8904
Low 0.8848 0.8734 -0.0114 -1.3% 0.8734
Close 0.8902 0.8740 -0.0162 -1.8% 0.8740
Range 0.0055 0.0163 0.0108 196.4% 0.0170
ATR 0.0069 0.0076 0.0007 10.2% 0.0000
Volume 43,787 104,373 60,586 138.4% 254,738
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9279 0.9173 0.8830
R3 0.9116 0.9010 0.8785
R2 0.8953 0.8953 0.8770
R1 0.8847 0.8847 0.8755 0.8819
PP 0.8790 0.8790 0.8790 0.8776
S1 0.8684 0.8684 0.8725 0.8656
S2 0.8627 0.8627 0.8710
S3 0.8464 0.8521 0.8695
S4 0.8301 0.8358 0.8650
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9303 0.9191 0.8834
R3 0.9133 0.9021 0.8787
R2 0.8963 0.8963 0.8771
R1 0.8851 0.8851 0.8756 0.8822
PP 0.8793 0.8793 0.8793 0.8778
S1 0.8681 0.8681 0.8724 0.8652
S2 0.8623 0.8623 0.8709
S3 0.8453 0.8511 0.8693
S4 0.8283 0.8341 0.8647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8931 0.8734 0.0197 2.3% 0.0092 1.1% 3% False True 67,234
10 0.8931 0.8734 0.0197 2.3% 0.0077 0.9% 3% False True 62,196
20 0.8931 0.8712 0.0219 2.5% 0.0077 0.9% 13% False False 63,509
40 0.9009 0.8712 0.0297 3.4% 0.0074 0.8% 9% False False 64,438
60 0.9203 0.8712 0.0491 5.6% 0.0072 0.8% 6% False False 62,226
80 0.9226 0.8712 0.0514 5.9% 0.0066 0.8% 5% False False 47,005
100 0.9370 0.8712 0.0658 7.5% 0.0061 0.7% 4% False False 37,667
120 0.9377 0.8712 0.0665 7.6% 0.0056 0.6% 4% False False 31,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 213 trading days
Fibonacci Retracements and Extensions
4.250 0.9590
2.618 0.9324
1.618 0.9161
1.000 0.9060
0.618 0.8998
HIGH 0.8897
0.618 0.8835
0.500 0.8816
0.382 0.8796
LOW 0.8734
0.618 0.8633
1.000 0.8571
1.618 0.8470
2.618 0.8307
4.250 0.8041
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 0.8816 0.8819
PP 0.8790 0.8792
S1 0.8765 0.8766

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

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