CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 0.9336 0.9358 0.0022 0.2% 0.9360
High 0.9360 0.9385 0.0025 0.3% 0.9366
Low 0.9330 0.9351 0.0021 0.2% 0.9300
Close 0.9355 0.9380 0.0025 0.3% 0.9335
Range 0.0030 0.0034 0.0004 13.3% 0.0066
ATR 0.0036 0.0036 0.0000 -0.4% 0.0000
Volume 333 58 -275 -82.6% 643
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9474 0.9461 0.9399
R3 0.9440 0.9427 0.9389
R2 0.9406 0.9406 0.9386
R1 0.9393 0.9393 0.9383 0.9400
PP 0.9372 0.9372 0.9372 0.9375
S1 0.9359 0.9359 0.9377 0.9366
S2 0.9338 0.9338 0.9374
S3 0.9304 0.9325 0.9371
S4 0.9270 0.9291 0.9361
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 0.9385 0.9300 0.0085 0.9% 0.0034 0.4% 94% True False 186
10 0.9450 0.9300 0.0150 1.6% 0.0033 0.4% 53% False False 119
20 0.9545 0.9300 0.0245 2.6% 0.0027 0.3% 33% False False 74
40 0.9678 0.9300 0.0378 4.0% 0.0021 0.2% 21% False False 50
60 0.9726 0.9300 0.0426 4.5% 0.0020 0.2% 19% False False 40
80 0.9726 0.9300 0.0426 4.5% 0.0018 0.2% 19% False False 33
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9530
2.618 0.9474
1.618 0.9440
1.000 0.9419
0.618 0.9406
HIGH 0.9385
0.618 0.9372
0.500 0.9368
0.382 0.9364
LOW 0.9351
0.618 0.9330
1.000 0.9317
1.618 0.9296
2.618 0.9262
4.250 0.9207
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 0.9376 0.9368
PP 0.9372 0.9357
S1 0.9368 0.9345

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

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