CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 0.9343 0.9410 0.0067 0.7% 0.9336
High 0.9405 0.9415 0.0010 0.1% 0.9423
Low 0.9335 0.9400 0.0065 0.7% 0.9330
Close 0.9398 0.9404 0.0006 0.1% 0.9398
Range 0.0070 0.0015 -0.0055 -78.6% 0.0093
ATR 0.0040 0.0039 -0.0002 -4.1% 0.0000
Volume 251 180 -71 -28.3% 866
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9451 0.9443 0.9412
R3 0.9436 0.9428 0.9408
R2 0.9421 0.9421 0.9407
R1 0.9413 0.9413 0.9405 0.9410
PP 0.9406 0.9406 0.9406 0.9405
S1 0.9398 0.9398 0.9403 0.9395
S2 0.9391 0.9391 0.9401
S3 0.9376 0.9383 0.9400
S4 0.9361 0.9368 0.9396
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9663 0.9623 0.9449
R3 0.9570 0.9530 0.9424
R2 0.9477 0.9477 0.9415
R1 0.9437 0.9437 0.9407 0.9457
PP 0.9384 0.9384 0.9384 0.9394
S1 0.9344 0.9344 0.9389 0.9364
S2 0.9291 0.9291 0.9381
S3 0.9198 0.9251 0.9372
S4 0.9105 0.9158 0.9347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9423 0.9335 0.0088 0.9% 0.0045 0.5% 78% False False 142
10 0.9423 0.9300 0.0123 1.3% 0.0038 0.4% 85% False False 162
20 0.9545 0.9300 0.0245 2.6% 0.0033 0.3% 42% False False 101
40 0.9678 0.9300 0.0378 4.0% 0.0025 0.3% 28% False False 66
60 0.9678 0.9300 0.0378 4.0% 0.0020 0.2% 28% False False 48
80 0.9726 0.9300 0.0426 4.5% 0.0020 0.2% 24% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9479
2.618 0.9454
1.618 0.9439
1.000 0.9430
0.618 0.9424
HIGH 0.9415
0.618 0.9409
0.500 0.9408
0.382 0.9406
LOW 0.9400
0.618 0.9391
1.000 0.9385
1.618 0.9376
2.618 0.9361
4.250 0.9336
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 0.9408 0.9396
PP 0.9406 0.9387
S1 0.9405 0.9379

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

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