CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 0.8737 0.8712 -0.0025 -0.3% 0.8748
High 0.8744 0.8733 -0.0011 -0.1% 0.8836
Low 0.8693 0.8656 -0.0037 -0.4% 0.8712
Close 0.8703 0.8663 -0.0040 -0.5% 0.8744
Range 0.0051 0.0077 0.0026 51.0% 0.0124
ATR 0.0071 0.0072 0.0000 0.6% 0.0000
Volume 82,949 87,774 4,825 5.8% 337,452
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8915 0.8866 0.8705
R3 0.8838 0.8789 0.8684
R2 0.8761 0.8761 0.8677
R1 0.8712 0.8712 0.8670 0.8698
PP 0.8684 0.8684 0.8684 0.8677
S1 0.8635 0.8635 0.8656 0.8621
S2 0.8607 0.8607 0.8649
S3 0.8530 0.8558 0.8642
S4 0.8453 0.8481 0.8621
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9136 0.9064 0.8812
R3 0.9012 0.8940 0.8778
R2 0.8888 0.8888 0.8767
R1 0.8816 0.8816 0.8755 0.8790
PP 0.8764 0.8764 0.8764 0.8751
S1 0.8692 0.8692 0.8733 0.8666
S2 0.8640 0.8640 0.8721
S3 0.8516 0.8568 0.8710
S4 0.8392 0.8444 0.8676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8785 0.8656 0.0129 1.5% 0.0064 0.7% 5% False True 77,236
10 0.8897 0.8656 0.0241 2.8% 0.0078 0.9% 3% False True 75,468
20 0.8931 0.8656 0.0275 3.2% 0.0073 0.8% 3% False True 66,091
40 0.8980 0.8656 0.0324 3.7% 0.0071 0.8% 2% False True 63,180
60 0.9167 0.8656 0.0511 5.9% 0.0072 0.8% 1% False True 66,345
80 0.9226 0.8656 0.0570 6.6% 0.0069 0.8% 1% False True 55,098
100 0.9300 0.8656 0.0644 7.4% 0.0063 0.7% 1% False True 44,138
120 0.9377 0.8656 0.0721 8.3% 0.0058 0.7% 1% False True 36,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9060
2.618 0.8935
1.618 0.8858
1.000 0.8810
0.618 0.8781
HIGH 0.8733
0.618 0.8704
0.500 0.8695
0.382 0.8685
LOW 0.8656
0.618 0.8608
1.000 0.8579
1.618 0.8531
2.618 0.8454
4.250 0.8329
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 0.8695 0.8714
PP 0.8684 0.8697
S1 0.8674 0.8680

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

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