CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 0.9325 0.9336 0.0011 0.1% 0.9360
High 0.9366 0.9360 -0.0006 -0.1% 0.9366
Low 0.9305 0.9330 0.0025 0.3% 0.9300
Close 0.9335 0.9355 0.0020 0.2% 0.9335
Range 0.0061 0.0030 -0.0031 -50.8% 0.0066
ATR 0.0036 0.0036 0.0000 -1.2% 0.0000
Volume 75 333 258 344.0% 643
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9438 0.9427 0.9372
R3 0.9408 0.9397 0.9363
R2 0.9378 0.9378 0.9361
R1 0.9367 0.9367 0.9358 0.9373
PP 0.9348 0.9348 0.9348 0.9351
S1 0.9337 0.9337 0.9352 0.9343
S2 0.9318 0.9318 0.9350
S3 0.9288 0.9307 0.9347
S4 0.9258 0.9277 0.9339
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% 0.0031 0.3% 83% False False 182
10 0.9450 0.9300 0.0150 1.6% 0.0033 0.3% 37% False False 124
20 0.9545 0.9300 0.0245 2.6% 0.0026 0.3% 22% False False 73
40 0.9678 0.9300 0.0378 4.0% 0.0020 0.2% 15% False False 48
60 0.9726 0.9300 0.0426 4.6% 0.0019 0.2% 13% False False 40
80 0.9726 0.9300 0.0426 4.6% 0.0018 0.2% 13% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9488
2.618 0.9439
1.618 0.9409
1.000 0.9390
0.618 0.9379
HIGH 0.9360
0.618 0.9349
0.500 0.9345
0.382 0.9341
LOW 0.9330
0.618 0.9311
1.000 0.9300
1.618 0.9281
2.618 0.9251
4.250 0.9203
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 0.9352 0.9349
PP 0.9348 0.9342
S1 0.9345 0.9336

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

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