CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 0.9006 0.8986 -0.0020 -0.2% 0.9087
High 0.9013 0.8987 -0.0026 -0.3% 0.9138
Low 0.8974 0.8910 -0.0064 -0.7% 0.8910
Close 0.8978 0.8963 -0.0015 -0.2% 0.8963
Range 0.0039 0.0077 0.0038 97.4% 0.0228
ATR 0.0062 0.0063 0.0001 1.8% 0.0000
Volume 1,294 1,034 -260 -20.1% 3,431
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9184 0.9151 0.9005
R3 0.9107 0.9074 0.8984
R2 0.9030 0.9030 0.8977
R1 0.8997 0.8997 0.8970 0.8975
PP 0.8953 0.8953 0.8953 0.8943
S1 0.8920 0.8920 0.8956 0.8898
S2 0.8876 0.8876 0.8949
S3 0.8799 0.8843 0.8942
S4 0.8722 0.8766 0.8921
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9688 0.9553 0.9088
R3 0.9460 0.9325 0.9026
R2 0.9232 0.9232 0.9005
R1 0.9097 0.9097 0.8984 0.9051
PP 0.9004 0.9004 0.9004 0.8980
S1 0.8869 0.8869 0.8942 0.8823
S2 0.8776 0.8776 0.8921
S3 0.8548 0.8641 0.8900
S4 0.8320 0.8413 0.8838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9138 0.8910 0.0228 2.5% 0.0066 0.7% 23% False True 735
10 0.9138 0.8910 0.0228 2.5% 0.0062 0.7% 23% False True 587
20 0.9138 0.8885 0.0253 2.8% 0.0062 0.7% 31% False False 426
40 0.9405 0.8885 0.0520 5.8% 0.0061 0.7% 15% False False 329
60 0.9450 0.8885 0.0565 6.3% 0.0054 0.6% 14% False False 280
80 0.9551 0.8885 0.0666 7.4% 0.0046 0.5% 12% False False 217
100 0.9678 0.8885 0.0793 8.8% 0.0039 0.4% 10% False False 177
120 0.9726 0.8885 0.0841 9.4% 0.0035 0.4% 9% False False 150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9314
2.618 0.9189
1.618 0.9112
1.000 0.9064
0.618 0.9035
HIGH 0.8987
0.618 0.8958
0.500 0.8949
0.382 0.8939
LOW 0.8910
0.618 0.8862
1.000 0.8833
1.618 0.8785
2.618 0.8708
4.250 0.8583
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 0.8958 0.9024
PP 0.8953 0.9004
S1 0.8949 0.8983

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

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