CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 0.9342 0.9250 -0.0092 -1.0% 0.9290
High 0.9342 0.9252 -0.0090 -1.0% 0.9405
Low 0.9240 0.9198 -0.0042 -0.5% 0.9285
Close 0.9253 0.9218 -0.0035 -0.4% 0.9381
Range 0.0102 0.0054 -0.0048 -47.1% 0.0120
ATR 0.0055 0.0055 0.0000 0.1% 0.0000
Volume 96 487 391 407.3% 736
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9385 0.9355 0.9248
R3 0.9331 0.9301 0.9233
R2 0.9277 0.9277 0.9228
R1 0.9247 0.9247 0.9223 0.9235
PP 0.9223 0.9223 0.9223 0.9217
S1 0.9193 0.9193 0.9213 0.9181
S2 0.9169 0.9169 0.9208
S3 0.9115 0.9139 0.9203
S4 0.9061 0.9085 0.9188
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9717 0.9669 0.9447
R3 0.9597 0.9549 0.9414
R2 0.9477 0.9477 0.9403
R1 0.9429 0.9429 0.9392 0.9453
PP 0.9357 0.9357 0.9357 0.9369
S1 0.9309 0.9309 0.9370 0.9333
S2 0.9237 0.9237 0.9359
S3 0.9117 0.9189 0.9348
S4 0.8997 0.9069 0.9315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9405 0.9198 0.0207 2.2% 0.0069 0.7% 10% False True 197
10 0.9405 0.9198 0.0207 2.2% 0.0057 0.6% 10% False True 189
20 0.9423 0.9198 0.0225 2.4% 0.0055 0.6% 9% False True 213
40 0.9545 0.9198 0.0347 3.8% 0.0040 0.4% 6% False True 143
60 0.9678 0.9198 0.0480 5.2% 0.0031 0.3% 4% False True 103
80 0.9726 0.9198 0.0528 5.7% 0.0028 0.3% 4% False True 83
100 0.9726 0.9198 0.0528 5.7% 0.0025 0.3% 4% False True 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9482
2.618 0.9393
1.618 0.9339
1.000 0.9306
0.618 0.9285
HIGH 0.9252
0.618 0.9231
0.500 0.9225
0.382 0.9219
LOW 0.9198
0.618 0.9165
1.000 0.9144
1.618 0.9111
2.618 0.9057
4.250 0.8969
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 0.9225 0.9292
PP 0.9223 0.9267
S1 0.9220 0.9243

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

View Archives - Comment on this page... - Back to Index of Symbols