CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 0.9087 0.9102 0.0015 0.2% 0.9031
High 0.9115 0.9138 0.0023 0.3% 0.9113
Low 0.9083 0.8995 -0.0088 -1.0% 0.8992
Close 0.9112 0.9001 -0.0111 -1.2% 0.9080
Range 0.0032 0.0143 0.0111 346.9% 0.0121
ATR 0.0057 0.0063 0.0006 10.7% 0.0000
Volume 445 658 213 47.9% 2,201
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9474 0.9380 0.9080
R3 0.9331 0.9237 0.9040
R2 0.9188 0.9188 0.9027
R1 0.9094 0.9094 0.9014 0.9070
PP 0.9045 0.9045 0.9045 0.9032
S1 0.8951 0.8951 0.8988 0.8927
S2 0.8902 0.8902 0.8975
S3 0.8759 0.8808 0.8962
S4 0.8616 0.8665 0.8922
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9425 0.9373 0.9147
R3 0.9304 0.9252 0.9113
R2 0.9183 0.9183 0.9102
R1 0.9131 0.9131 0.9091 0.9157
PP 0.9062 0.9062 0.9062 0.9075
S1 0.9010 0.9010 0.9069 0.9036
S2 0.8941 0.8941 0.9058
S3 0.8820 0.8889 0.9047
S4 0.8699 0.8768 0.9013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9138 0.8995 0.0143 1.6% 0.0061 0.7% 4% True True 472
10 0.9138 0.8964 0.0174 1.9% 0.0062 0.7% 21% True False 386
20 0.9138 0.8885 0.0253 2.8% 0.0065 0.7% 46% True False 334
40 0.9406 0.8885 0.0521 5.8% 0.0061 0.7% 22% False False 287
60 0.9473 0.8885 0.0588 6.5% 0.0053 0.6% 20% False False 241
80 0.9551 0.8885 0.0666 7.4% 0.0044 0.5% 17% False False 189
100 0.9678 0.8885 0.0793 8.8% 0.0038 0.4% 15% False False 154
120 0.9726 0.8885 0.0841 9.3% 0.0034 0.4% 14% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 143 trading days
Fibonacci Retracements and Extensions
4.250 0.9746
2.618 0.9512
1.618 0.9369
1.000 0.9281
0.618 0.9226
HIGH 0.9138
0.618 0.9083
0.500 0.9067
0.382 0.9050
LOW 0.8995
0.618 0.8907
1.000 0.8852
1.618 0.8764
2.618 0.8621
4.250 0.8387
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 0.9067 0.9067
PP 0.9045 0.9045
S1 0.9023 0.9023

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

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