CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 0.9385 0.9400 0.0015 0.2% 0.9360
High 0.9405 0.9423 0.0018 0.2% 0.9366
Low 0.9380 0.9343 -0.0037 -0.4% 0.9300
Close 0.9396 0.9355 -0.0041 -0.4% 0.9335
Range 0.0025 0.0080 0.0055 220.0% 0.0066
ATR 0.0035 0.0038 0.0003 9.2% 0.0000
Volume 133 91 -42 -31.6% 643
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9614 0.9564 0.9399
R3 0.9534 0.9484 0.9377
R2 0.9454 0.9454 0.9370
R1 0.9404 0.9404 0.9362 0.9389
PP 0.9374 0.9374 0.9374 0.9366
S1 0.9324 0.9324 0.9348 0.9309
S2 0.9294 0.9294 0.9340
S3 0.9214 0.9244 0.9333
S4 0.9134 0.9164 0.9311
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 0.9423 0.9305 0.0118 1.3% 0.0046 0.5% 42% True False 138
10 0.9423 0.9300 0.0123 1.3% 0.0036 0.4% 45% True False 135
20 0.9545 0.9300 0.0245 2.6% 0.0031 0.3% 22% False False 82
40 0.9678 0.9300 0.0378 4.0% 0.0023 0.2% 15% False False 55
60 0.9715 0.9300 0.0415 4.4% 0.0019 0.2% 13% False False 43
80 0.9726 0.9300 0.0426 4.6% 0.0019 0.2% 13% False False 36
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 0.0010
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 0.9763
2.618 0.9632
1.618 0.9552
1.000 0.9503
0.618 0.9472
HIGH 0.9423
0.618 0.9392
0.500 0.9383
0.382 0.9374
LOW 0.9343
0.618 0.9294
1.000 0.9263
1.618 0.9214
2.618 0.9134
4.250 0.9003
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 0.9383 0.9383
PP 0.9374 0.9374
S1 0.9364 0.9364

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

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