CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 0.9055 0.9052 -0.0003 0.0% 0.9100
High 0.9064 0.9067 0.0003 0.0% 0.9124
Low 0.9035 0.9048 0.0013 0.1% 0.9049
Close 0.9053 0.9058 0.0005 0.1% 0.9074
Range 0.0029 0.0019 -0.0010 -34.5% 0.0075
ATR 0.0050 0.0048 -0.0002 -4.4% 0.0000
Volume 44,527 30,068 -14,459 -32.5% 165,737
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9115 0.9105 0.9068
R3 0.9096 0.9086 0.9063
R2 0.9077 0.9077 0.9061
R1 0.9067 0.9067 0.9060 0.9072
PP 0.9058 0.9058 0.9058 0.9060
S1 0.9048 0.9048 0.9056 0.9053
S2 0.9039 0.9039 0.9055
S3 0.9020 0.9029 0.9053
S4 0.9001 0.9010 0.9048
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9307 0.9266 0.9115
R3 0.9232 0.9191 0.9095
R2 0.9157 0.9157 0.9088
R1 0.9116 0.9116 0.9081 0.9099
PP 0.9082 0.9082 0.9082 0.9074
S1 0.9041 0.9041 0.9067 0.9024
S2 0.9007 0.9007 0.9060
S3 0.8932 0.8966 0.9053
S4 0.8857 0.8891 0.9033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9092 0.9035 0.0057 0.6% 0.0027 0.3% 40% False False 32,473
10 0.9194 0.9035 0.0159 1.8% 0.0040 0.4% 14% False False 39,254
20 0.9195 0.8982 0.0213 2.4% 0.0048 0.5% 36% False False 46,003
40 0.9195 0.8845 0.0350 3.9% 0.0055 0.6% 61% False False 41,849
60 0.9195 0.8845 0.0350 3.9% 0.0057 0.6% 61% False False 28,090
80 0.9405 0.8845 0.0560 6.2% 0.0058 0.6% 38% False False 21,132
100 0.9423 0.8845 0.0578 6.4% 0.0055 0.6% 37% False False 16,945
120 0.9551 0.8845 0.0706 7.8% 0.0050 0.5% 30% False False 14,127
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 0.9148
2.618 0.9117
1.618 0.9098
1.000 0.9086
0.618 0.9079
HIGH 0.9067
0.618 0.9060
0.500 0.9058
0.382 0.9055
LOW 0.9048
0.618 0.9036
1.000 0.9029
1.618 0.9017
2.618 0.8998
4.250 0.8967
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 0.9058 0.9058
PP 0.9058 0.9057
S1 0.9058 0.9057

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

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