CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 0.8877 0.8892 0.0015 0.2% 0.8991
High 0.8932 0.8924 -0.0008 -0.1% 0.9069
Low 0.8862 0.8875 0.0013 0.1% 0.8845
Close 0.8904 0.8916 0.0012 0.1% 0.8904
Range 0.0070 0.0049 -0.0021 -30.0% 0.0224
ATR 0.0065 0.0064 -0.0001 -1.7% 0.0000
Volume 80,426 43,960 -36,466 -45.3% 355,378
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9052 0.9033 0.8943
R3 0.9003 0.8984 0.8929
R2 0.8954 0.8954 0.8925
R1 0.8935 0.8935 0.8920 0.8945
PP 0.8905 0.8905 0.8905 0.8910
S1 0.8886 0.8886 0.8912 0.8896
S2 0.8856 0.8856 0.8907
S3 0.8807 0.8837 0.8903
S4 0.8758 0.8788 0.8889
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9611 0.9482 0.9027
R3 0.9387 0.9258 0.8966
R2 0.9163 0.9163 0.8945
R1 0.9034 0.9034 0.8925 0.8987
PP 0.8939 0.8939 0.8939 0.8916
S1 0.8810 0.8810 0.8883 0.8763
S2 0.8715 0.8715 0.8863
S3 0.8491 0.8586 0.8842
S4 0.8267 0.8362 0.8781
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% 0.0079 0.9% 32% False False 70,098
10 0.9069 0.8845 0.0224 2.5% 0.0065 0.7% 32% False False 60,610
20 0.9106 0.8845 0.0261 2.9% 0.0061 0.7% 27% False False 32,714
40 0.9138 0.8845 0.0293 3.3% 0.0062 0.7% 24% False False 16,581
60 0.9405 0.8845 0.0560 6.3% 0.0062 0.7% 13% False False 11,133
80 0.9450 0.8845 0.0605 6.8% 0.0057 0.6% 12% False False 8,399
100 0.9551 0.8845 0.0706 7.9% 0.0049 0.6% 10% False False 6,726
120 0.9678 0.8845 0.0833 9.3% 0.0043 0.5% 9% False False 5,608
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9132
2.618 0.9052
1.618 0.9003
1.000 0.8973
0.618 0.8954
HIGH 0.8924
0.618 0.8905
0.500 0.8900
0.382 0.8894
LOW 0.8875
0.618 0.8845
1.000 0.8826
1.618 0.8796
2.618 0.8747
4.250 0.8667
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 0.8911 0.8907
PP 0.8905 0.8898
S1 0.8900 0.8889

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

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