CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 0.9250 0.9201 -0.0049 -0.5% 0.9290
High 0.9252 0.9207 -0.0045 -0.5% 0.9405
Low 0.9198 0.9163 -0.0035 -0.4% 0.9285
Close 0.9218 0.9168 -0.0050 -0.5% 0.9381
Range 0.0054 0.0044 -0.0010 -18.5% 0.0120
ATR 0.0055 0.0055 0.0000 0.0% 0.0000
Volume 487 509 22 4.5% 736
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9311 0.9284 0.9192
R3 0.9267 0.9240 0.9180
R2 0.9223 0.9223 0.9176
R1 0.9196 0.9196 0.9172 0.9188
PP 0.9179 0.9179 0.9179 0.9175
S1 0.9152 0.9152 0.9164 0.9144
S2 0.9135 0.9135 0.9160
S3 0.9091 0.9108 0.9156
S4 0.9047 0.9064 0.9144
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 0.9390 0.9163 0.0227 2.5% 0.0062 0.7% 2% False True 284
10 0.9405 0.9163 0.0242 2.6% 0.0060 0.7% 2% False True 199
20 0.9423 0.9163 0.0260 2.8% 0.0055 0.6% 2% False True 235
40 0.9545 0.9163 0.0382 4.2% 0.0041 0.4% 1% False True 155
60 0.9678 0.9163 0.0515 5.6% 0.0032 0.4% 1% False True 111
80 0.9726 0.9163 0.0563 6.1% 0.0029 0.3% 1% False True 89
100 0.9726 0.9163 0.0563 6.1% 0.0025 0.3% 1% False True 74
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9394
2.618 0.9322
1.618 0.9278
1.000 0.9251
0.618 0.9234
HIGH 0.9207
0.618 0.9190
0.500 0.9185
0.382 0.9180
LOW 0.9163
0.618 0.9136
1.000 0.9119
1.618 0.9092
2.618 0.9048
4.250 0.8976
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 0.9185 0.9253
PP 0.9179 0.9224
S1 0.9174 0.9196

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

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