CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 0.9340 0.9325 -0.0015 -0.2% 0.9360
High 0.9349 0.9366 0.0017 0.2% 0.9366
Low 0.9330 0.9305 -0.0025 -0.3% 0.9300
Close 0.9348 0.9335 -0.0013 -0.1% 0.9335
Range 0.0019 0.0061 0.0042 221.1% 0.0066
ATR 0.0034 0.0036 0.0002 5.6% 0.0000
Volume 350 75 -275 -78.6% 643
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9518 0.9488 0.9369
R3 0.9457 0.9427 0.9352
R2 0.9396 0.9396 0.9346
R1 0.9366 0.9366 0.9341 0.9381
PP 0.9335 0.9335 0.9335 0.9343
S1 0.9305 0.9305 0.9329 0.9320
S2 0.9274 0.9274 0.9324
S3 0.9213 0.9244 0.9318
S4 0.9152 0.9183 0.9301
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9532 0.9499 0.9371
R3 0.9466 0.9433 0.9353
R2 0.9400 0.9400 0.9347
R1 0.9367 0.9367 0.9341 0.9351
PP 0.9334 0.9334 0.9334 0.9325
S1 0.9301 0.9301 0.9329 0.9285
S2 0.9268 0.9268 0.9323
S3 0.9202 0.9235 0.9317
S4 0.9136 0.9169 0.9299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9366 0.9300 0.0066 0.7% 0.0028 0.3% 53% True False 128
10 0.9450 0.9300 0.0150 1.6% 0.0032 0.3% 23% False False 92
20 0.9545 0.9300 0.0245 2.6% 0.0026 0.3% 14% False False 57
40 0.9678 0.9300 0.0378 4.0% 0.0020 0.2% 9% False False 40
60 0.9726 0.9300 0.0426 4.6% 0.0019 0.2% 8% False False 35
80 0.9726 0.9300 0.0426 4.6% 0.0017 0.2% 8% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 0.9625
2.618 0.9526
1.618 0.9465
1.000 0.9427
0.618 0.9404
HIGH 0.9366
0.618 0.9343
0.500 0.9336
0.382 0.9328
LOW 0.9305
0.618 0.9267
1.000 0.9244
1.618 0.9206
2.618 0.9145
4.250 0.9046
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 0.9336 0.9334
PP 0.9335 0.9334
S1 0.9335 0.9333

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

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