CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 0.8959 0.8965 0.0006 0.1% 0.8980
High 0.8970 0.9034 0.0064 0.7% 0.9034
Low 0.8938 0.8949 0.0011 0.1% 0.8938
Close 0.8950 0.9015 0.0065 0.7% 0.9015
Range 0.0032 0.0085 0.0053 165.6% 0.0096
ATR 0.0058 0.0060 0.0002 3.2% 0.0000
Volume 3,102 2,856 -246 -7.9% 9,891
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9254 0.9220 0.9062
R3 0.9169 0.9135 0.9038
R2 0.9084 0.9084 0.9031
R1 0.9050 0.9050 0.9023 0.9067
PP 0.8999 0.8999 0.8999 0.9008
S1 0.8965 0.8965 0.9007 0.8982
S2 0.8914 0.8914 0.8999
S3 0.8829 0.8880 0.8992
S4 0.8744 0.8795 0.8968
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9284 0.9245 0.9068
R3 0.9188 0.9149 0.9041
R2 0.9092 0.9092 0.9033
R1 0.9053 0.9053 0.9024 0.9073
PP 0.8996 0.8996 0.8996 0.9005
S1 0.8957 0.8957 0.9006 0.8977
S2 0.8900 0.8900 0.8997
S3 0.8804 0.8861 0.8989
S4 0.8708 0.8765 0.8962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9034 0.8938 0.0096 1.1% 0.0055 0.6% 80% True False 1,978
10 0.9138 0.8910 0.0228 2.5% 0.0060 0.7% 46% False False 1,356
20 0.9138 0.8885 0.0253 2.8% 0.0061 0.7% 51% False False 854
40 0.9405 0.8885 0.0520 5.8% 0.0062 0.7% 25% False False 554
60 0.9423 0.8885 0.0538 6.0% 0.0056 0.6% 24% False False 439
80 0.9551 0.8885 0.0666 7.4% 0.0048 0.5% 20% False False 339
100 0.9678 0.8885 0.0793 8.8% 0.0041 0.5% 16% False False 275
120 0.9726 0.8885 0.0841 9.3% 0.0037 0.4% 15% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9395
2.618 0.9257
1.618 0.9172
1.000 0.9119
0.618 0.9087
HIGH 0.9034
0.618 0.9002
0.500 0.8992
0.382 0.8981
LOW 0.8949
0.618 0.8896
1.000 0.8864
1.618 0.8811
2.618 0.8726
4.250 0.8588
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 0.9007 0.9005
PP 0.8999 0.8996
S1 0.8992 0.8986

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

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