CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 0.9325 0.9340 0.0015 0.2% 0.9440
High 0.9325 0.9349 0.0024 0.3% 0.9450
Low 0.9300 0.9330 0.0030 0.3% 0.9364
Close 0.9316 0.9348 0.0032 0.3% 0.9364
Range 0.0025 0.0019 -0.0006 -24.0% 0.0086
ATR 0.0034 0.0034 0.0000 -0.3% 0.0000
Volume 116 350 234 201.7% 264
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9399 0.9393 0.9358
R3 0.9380 0.9374 0.9353
R2 0.9361 0.9361 0.9351
R1 0.9355 0.9355 0.9350 0.9358
PP 0.9342 0.9342 0.9342 0.9344
S1 0.9336 0.9336 0.9346 0.9339
S2 0.9323 0.9323 0.9345
S3 0.9304 0.9317 0.9343
S4 0.9285 0.9298 0.9338
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9651 0.9593 0.9411
R3 0.9565 0.9507 0.9388
R2 0.9479 0.9479 0.9380
R1 0.9421 0.9421 0.9372 0.9407
PP 0.9393 0.9393 0.9393 0.9386
S1 0.9335 0.9335 0.9356 0.9321
S2 0.9307 0.9307 0.9348
S3 0.9221 0.9249 0.9340
S4 0.9135 0.9163 0.9317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9416 0.9300 0.0116 1.2% 0.0026 0.3% 41% False False 132
10 0.9473 0.9300 0.0173 1.9% 0.0028 0.3% 28% False False 85
20 0.9545 0.9300 0.0245 2.6% 0.0023 0.2% 20% False False 56
40 0.9678 0.9300 0.0378 4.0% 0.0019 0.2% 13% False False 38
60 0.9726 0.9300 0.0426 4.6% 0.0018 0.2% 11% False False 34
80 0.9726 0.9300 0.0426 4.6% 0.0017 0.2% 11% False False 27
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9430
2.618 0.9399
1.618 0.9380
1.000 0.9368
0.618 0.9361
HIGH 0.9349
0.618 0.9342
0.500 0.9340
0.382 0.9337
LOW 0.9330
0.618 0.9318
1.000 0.9311
1.618 0.9299
2.618 0.9280
4.250 0.9249
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 0.9345 0.9341
PP 0.9342 0.9333
S1 0.9340 0.9326

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

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