CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 0.8996 0.8981 -0.0015 -0.2% 0.9000
High 0.8998 0.9012 0.0014 0.2% 0.9106
Low 0.8963 0.8963 0.0000 0.0% 0.8973
Close 0.8983 0.8985 0.0002 0.0% 0.8989
Range 0.0035 0.0049 0.0014 40.0% 0.0133
ATR 0.0061 0.0060 -0.0001 -1.4% 0.0000
Volume 8,919 24,306 15,387 172.5% 30,317
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9134 0.9108 0.9012
R3 0.9085 0.9059 0.8998
R2 0.9036 0.9036 0.8994
R1 0.9010 0.9010 0.8989 0.9023
PP 0.8987 0.8987 0.8987 0.8993
S1 0.8961 0.8961 0.8981 0.8974
S2 0.8938 0.8938 0.8976
S3 0.8889 0.8912 0.8972
S4 0.8840 0.8863 0.8958
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9422 0.9338 0.9062
R3 0.9289 0.9205 0.9026
R2 0.9156 0.9156 0.9013
R1 0.9072 0.9072 0.9001 0.9048
PP 0.9023 0.9023 0.9023 0.9010
S1 0.8939 0.8939 0.8977 0.8915
S2 0.8890 0.8890 0.8965
S3 0.8757 0.8806 0.8952
S4 0.8624 0.8673 0.8916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9106 0.8963 0.0143 1.6% 0.0065 0.7% 15% False True 11,876
10 0.9106 0.8938 0.0168 1.9% 0.0060 0.7% 28% False False 7,106
20 0.9138 0.8910 0.0228 2.5% 0.0059 0.7% 33% False False 3,915
40 0.9188 0.8885 0.0303 3.4% 0.0060 0.7% 33% False False 2,100
60 0.9423 0.8885 0.0538 6.0% 0.0060 0.7% 19% False False 1,480
80 0.9545 0.8885 0.0660 7.3% 0.0052 0.6% 15% False False 1,129
100 0.9678 0.8885 0.0793 8.8% 0.0044 0.5% 13% False False 909
120 0.9726 0.8885 0.0841 9.4% 0.0040 0.4% 12% False False 760
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9220
2.618 0.9140
1.618 0.9091
1.000 0.9061
0.618 0.9042
HIGH 0.9012
0.618 0.8993
0.500 0.8988
0.382 0.8982
LOW 0.8963
0.618 0.8933
1.000 0.8914
1.618 0.8884
2.618 0.8835
4.250 0.8755
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 0.8988 0.9024
PP 0.8987 0.9011
S1 0.8986 0.8998

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

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