CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 0.9188 0.9133 -0.0055 -0.6% 0.9385
High 0.9190 0.9188 -0.0002 0.0% 0.9385
Low 0.9105 0.9120 0.0015 0.2% 0.9105
Close 0.9147 0.9176 0.0029 0.3% 0.9147
Range 0.0085 0.0068 -0.0017 -20.0% 0.0280
ATR 0.0057 0.0058 0.0001 1.4% 0.0000
Volume 194 410 216 111.3% 1,348
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9365 0.9339 0.9213
R3 0.9297 0.9271 0.9195
R2 0.9229 0.9229 0.9188
R1 0.9203 0.9203 0.9182 0.9216
PP 0.9161 0.9161 0.9161 0.9168
S1 0.9135 0.9135 0.9170 0.9148
S2 0.9093 0.9093 0.9164
S3 0.9025 0.9067 0.9157
S4 0.8957 0.8999 0.9139
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0052 0.9880 0.9301
R3 0.9772 0.9600 0.9224
R2 0.9492 0.9492 0.9198
R1 0.9320 0.9320 0.9173 0.9266
PP 0.9212 0.9212 0.9212 0.9186
S1 0.9040 0.9040 0.9121 0.8986
S2 0.8932 0.8932 0.9096
S3 0.8652 0.8760 0.9070
S4 0.8372 0.8480 0.8993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9342 0.9105 0.0237 2.6% 0.0071 0.8% 30% False False 339
10 0.9405 0.9105 0.0300 3.3% 0.0065 0.7% 24% False False 249
20 0.9415 0.9105 0.0310 3.4% 0.0058 0.6% 23% False False 254
40 0.9545 0.9105 0.0440 4.8% 0.0044 0.5% 16% False False 168
60 0.9678 0.9105 0.0573 6.2% 0.0035 0.4% 12% False False 122
80 0.9715 0.9105 0.0610 6.6% 0.0029 0.3% 12% False False 96
100 0.9726 0.9105 0.0621 6.8% 0.0027 0.3% 11% False False 80
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9477
2.618 0.9366
1.618 0.9298
1.000 0.9256
0.618 0.9230
HIGH 0.9188
0.618 0.9162
0.500 0.9154
0.382 0.9146
LOW 0.9120
0.618 0.9078
1.000 0.9052
1.618 0.9010
2.618 0.8942
4.250 0.8831
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 0.9169 0.9169
PP 0.9161 0.9163
S1 0.9154 0.9156

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

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