CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 0.8958 0.8875 -0.0083 -0.9% 0.8996
High 0.8972 0.8883 -0.0089 -1.0% 0.9035
Low 0.8853 0.8845 -0.0008 -0.1% 0.8945
Close 0.8881 0.8877 -0.0004 0.0% 0.8990
Range 0.0119 0.0038 -0.0081 -68.1% 0.0090
ATR 0.0066 0.0064 -0.0002 -3.0% 0.0000
Volume 98,423 53,582 -44,841 -45.6% 215,688
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8982 0.8968 0.8898
R3 0.8944 0.8930 0.8887
R2 0.8906 0.8906 0.8884
R1 0.8892 0.8892 0.8880 0.8899
PP 0.8868 0.8868 0.8868 0.8872
S1 0.8854 0.8854 0.8874 0.8861
S2 0.8830 0.8830 0.8870
S3 0.8792 0.8816 0.8867
S4 0.8754 0.8778 0.8856
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9260 0.9215 0.9040
R3 0.9170 0.9125 0.9015
R2 0.9080 0.9080 0.9007
R1 0.9035 0.9035 0.8998 0.9013
PP 0.8990 0.8990 0.8990 0.8979
S1 0.8945 0.8945 0.8982 0.8923
S2 0.8900 0.8900 0.8974
S3 0.8810 0.8855 0.8965
S4 0.8720 0.8765 0.8941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9069 0.8845 0.0224 2.5% 0.0072 0.8% 14% False True 71,387
10 0.9085 0.8845 0.0240 2.7% 0.0066 0.7% 13% False True 49,954
20 0.9106 0.8845 0.0261 2.9% 0.0063 0.7% 12% False True 26,594
40 0.9138 0.8845 0.0293 3.3% 0.0062 0.7% 11% False True 13,491
60 0.9406 0.8845 0.0561 6.3% 0.0061 0.7% 6% False True 9,074
80 0.9450 0.8845 0.0605 6.8% 0.0056 0.6% 5% False True 6,845
100 0.9551 0.8845 0.0706 8.0% 0.0048 0.5% 5% False True 5,483
120 0.9678 0.8845 0.0833 9.4% 0.0042 0.5% 4% False True 4,571
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9045
2.618 0.8982
1.618 0.8944
1.000 0.8921
0.618 0.8906
HIGH 0.8883
0.618 0.8868
0.500 0.8864
0.382 0.8860
LOW 0.8845
0.618 0.8822
1.000 0.8807
1.618 0.8784
2.618 0.8746
4.250 0.8684
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 0.8873 0.8957
PP 0.8868 0.8930
S1 0.8864 0.8904

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

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