CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 0.9031 0.9052 0.0021 0.2% 0.8892
High 0.9064 0.9071 0.0007 0.1% 0.9074
Low 0.9017 0.9035 0.0018 0.2% 0.8875
Close 0.9046 0.9053 0.0007 0.1% 0.9029
Range 0.0047 0.0036 -0.0011 -23.4% 0.0199
ATR 0.0062 0.0060 -0.0002 -3.0% 0.0000
Volume 38,903 38,324 -579 -1.5% 276,660
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9161 0.9143 0.9073
R3 0.9125 0.9107 0.9063
R2 0.9089 0.9089 0.9060
R1 0.9071 0.9071 0.9056 0.9080
PP 0.9053 0.9053 0.9053 0.9058
S1 0.9035 0.9035 0.9050 0.9044
S2 0.9017 0.9017 0.9046
S3 0.8981 0.8999 0.9043
S4 0.8945 0.8963 0.9033
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9590 0.9508 0.9138
R3 0.9391 0.9309 0.9084
R2 0.9192 0.9192 0.9065
R1 0.9110 0.9110 0.9047 0.9151
PP 0.8993 0.8993 0.8993 0.9013
S1 0.8911 0.8911 0.9011 0.8952
S2 0.8794 0.8794 0.8993
S3 0.8595 0.8712 0.8974
S4 0.8396 0.8513 0.8920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9074 0.8982 0.0092 1.0% 0.0056 0.6% 77% False False 53,517
10 0.9074 0.8845 0.0229 2.5% 0.0055 0.6% 91% False False 54,815
20 0.9106 0.8845 0.0261 2.9% 0.0062 0.7% 80% False False 50,412
40 0.9138 0.8845 0.0293 3.2% 0.0061 0.7% 71% False False 25,790
60 0.9342 0.8845 0.0497 5.5% 0.0062 0.7% 42% False False 17,288
80 0.9423 0.8845 0.0578 6.4% 0.0059 0.7% 36% False False 13,017
100 0.9545 0.8845 0.0700 7.7% 0.0052 0.6% 30% False False 10,425
120 0.9678 0.8845 0.0833 9.2% 0.0046 0.5% 25% False False 8,691
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9224
2.618 0.9165
1.618 0.9129
1.000 0.9107
0.618 0.9093
HIGH 0.9071
0.618 0.9057
0.500 0.9053
0.382 0.9049
LOW 0.9035
0.618 0.9013
1.000 0.8999
1.618 0.8977
2.618 0.8941
4.250 0.8882
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 0.9053 0.9050
PP 0.9053 0.9047
S1 0.9053 0.9045

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

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