CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 0.9410 0.9402 -0.0008 -0.1% 0.9336
High 0.9415 0.9407 -0.0008 -0.1% 0.9423
Low 0.9400 0.9376 -0.0024 -0.3% 0.9330
Close 0.9404 0.9379 -0.0025 -0.3% 0.9398
Range 0.0015 0.0031 0.0016 106.7% 0.0093
ATR 0.0039 0.0038 -0.0001 -1.4% 0.0000
Volume 180 108 -72 -40.0% 866
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9480 0.9461 0.9396
R3 0.9449 0.9430 0.9388
R2 0.9418 0.9418 0.9385
R1 0.9399 0.9399 0.9382 0.9393
PP 0.9387 0.9387 0.9387 0.9385
S1 0.9368 0.9368 0.9376 0.9362
S2 0.9356 0.9356 0.9373
S3 0.9325 0.9337 0.9370
S4 0.9294 0.9306 0.9362
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% 0.0044 0.5% 50% False False 152
10 0.9423 0.9300 0.0123 1.3% 0.0039 0.4% 64% False False 169
20 0.9530 0.9300 0.0230 2.5% 0.0034 0.4% 34% False False 106
40 0.9678 0.9300 0.0378 4.0% 0.0025 0.3% 21% False False 68
60 0.9678 0.9300 0.0378 4.0% 0.0021 0.2% 21% False False 50
80 0.9726 0.9300 0.0426 4.5% 0.0019 0.2% 19% False False 43
100 0.9726 0.9300 0.0426 4.5% 0.0019 0.2% 19% False False 40
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9539
2.618 0.9488
1.618 0.9457
1.000 0.9438
0.618 0.9426
HIGH 0.9407
0.618 0.9395
0.500 0.9392
0.382 0.9388
LOW 0.9376
0.618 0.9357
1.000 0.9345
1.618 0.9326
2.618 0.9295
4.250 0.9244
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 0.9392 0.9378
PP 0.9387 0.9376
S1 0.9383 0.9375

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

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