CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 0.9358 0.9385 0.0027 0.3% 0.9360
High 0.9385 0.9405 0.0020 0.2% 0.9366
Low 0.9351 0.9380 0.0029 0.3% 0.9300
Close 0.9380 0.9396 0.0016 0.2% 0.9335
Range 0.0034 0.0025 -0.0009 -26.5% 0.0066
ATR 0.0036 0.0035 -0.0001 -2.1% 0.0000
Volume 58 133 75 129.3% 643
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9469 0.9457 0.9410
R3 0.9444 0.9432 0.9403
R2 0.9419 0.9419 0.9401
R1 0.9407 0.9407 0.9398 0.9413
PP 0.9394 0.9394 0.9394 0.9397
S1 0.9382 0.9382 0.9394 0.9388
S2 0.9369 0.9369 0.9391
S3 0.9344 0.9357 0.9389
S4 0.9319 0.9332 0.9382
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 0.9405 0.9305 0.0100 1.1% 0.0034 0.4% 91% True False 189
10 0.9435 0.9300 0.0135 1.4% 0.0033 0.4% 71% False False 129
20 0.9545 0.9300 0.0245 2.6% 0.0028 0.3% 39% False False 79
40 0.9678 0.9300 0.0378 4.0% 0.0021 0.2% 25% False False 53
60 0.9726 0.9300 0.0426 4.5% 0.0020 0.2% 23% False False 41
80 0.9726 0.9300 0.0426 4.5% 0.0018 0.2% 23% False False 35
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9511
2.618 0.9470
1.618 0.9445
1.000 0.9430
0.618 0.9420
HIGH 0.9405
0.618 0.9395
0.500 0.9393
0.382 0.9390
LOW 0.9380
0.618 0.9365
1.000 0.9355
1.618 0.9340
2.618 0.9315
4.250 0.9274
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 0.9395 0.9387
PP 0.9394 0.9377
S1 0.9393 0.9368

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

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