CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 0.9402 0.9380 -0.0022 -0.2% 0.9336
High 0.9407 0.9380 -0.0027 -0.3% 0.9423
Low 0.9376 0.9305 -0.0071 -0.8% 0.9330
Close 0.9379 0.9343 -0.0036 -0.4% 0.9398
Range 0.0031 0.0075 0.0044 141.9% 0.0093
ATR 0.0038 0.0041 0.0003 6.9% 0.0000
Volume 108 241 133 123.1% 866
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9568 0.9530 0.9384
R3 0.9493 0.9455 0.9364
R2 0.9418 0.9418 0.9357
R1 0.9380 0.9380 0.9350 0.9362
PP 0.9343 0.9343 0.9343 0.9333
S1 0.9305 0.9305 0.9336 0.9287
S2 0.9268 0.9268 0.9329
S3 0.9193 0.9230 0.9322
S4 0.9118 0.9155 0.9302
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 0.9305 0.0118 1.3% 0.0054 0.6% 32% False True 174
10 0.9423 0.9305 0.0118 1.3% 0.0044 0.5% 32% False True 182
20 0.9522 0.9300 0.0222 2.4% 0.0036 0.4% 19% False False 117
40 0.9579 0.9300 0.0279 3.0% 0.0027 0.3% 15% False False 74
60 0.9678 0.9300 0.0378 4.0% 0.0022 0.2% 11% False False 54
80 0.9726 0.9300 0.0426 4.6% 0.0020 0.2% 10% False False 45
100 0.9726 0.9300 0.0426 4.6% 0.0020 0.2% 10% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9699
2.618 0.9576
1.618 0.9501
1.000 0.9455
0.618 0.9426
HIGH 0.9380
0.618 0.9351
0.500 0.9343
0.382 0.9334
LOW 0.9305
0.618 0.9259
1.000 0.9230
1.618 0.9184
2.618 0.9109
4.250 0.8986
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 0.9343 0.9360
PP 0.9343 0.9354
S1 0.9343 0.9349

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

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