CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 25-Apr-2014
Day Change Summary
Previous Current
24-Apr-2014 25-Apr-2014 Change Change % Previous Week
Open 0.9052 0.9058 0.0006 0.1% 0.9059
High 0.9067 0.9069 0.0002 0.0% 0.9078
Low 0.9048 0.9041 -0.0007 -0.1% 0.9035
Close 0.9058 0.9048 -0.0010 -0.1% 0.9048
Range 0.0019 0.0028 0.0009 47.4% 0.0043
ATR 0.0048 0.0046 -0.0001 -3.0% 0.0000
Volume 30,068 30,842 774 2.6% 161,551
Daily Pivots for day following 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9137 0.9120 0.9063
R3 0.9109 0.9092 0.9056
R2 0.9081 0.9081 0.9053
R1 0.9064 0.9064 0.9051 0.9059
PP 0.9053 0.9053 0.9053 0.9050
S1 0.9036 0.9036 0.9045 0.9031
S2 0.9025 0.9025 0.9043
S3 0.8997 0.9008 0.9040
S4 0.8969 0.8980 0.9033
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9183 0.9158 0.9072
R3 0.9140 0.9115 0.9060
R2 0.9097 0.9097 0.9056
R1 0.9072 0.9072 0.9052 0.9063
PP 0.9054 0.9054 0.9054 0.9049
S1 0.9029 0.9029 0.9044 0.9020
S2 0.9011 0.9011 0.9040
S3 0.8968 0.8986 0.9036
S4 0.8925 0.8943 0.9024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9078 0.9035 0.0043 0.5% 0.0027 0.3% 30% False False 32,310
10 0.9144 0.9035 0.0109 1.2% 0.0037 0.4% 12% False False 37,316
20 0.9195 0.9010 0.0185 2.0% 0.0045 0.5% 21% False False 43,845
40 0.9195 0.8845 0.0350 3.9% 0.0055 0.6% 58% False False 42,542
60 0.9195 0.8845 0.0350 3.9% 0.0056 0.6% 58% False False 28,602
80 0.9405 0.8845 0.0560 6.2% 0.0058 0.6% 36% False False 21,516
100 0.9423 0.8845 0.0578 6.4% 0.0055 0.6% 35% False False 17,252
120 0.9551 0.8845 0.0706 7.8% 0.0050 0.5% 29% False False 14,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9188
2.618 0.9142
1.618 0.9114
1.000 0.9097
0.618 0.9086
HIGH 0.9069
0.618 0.9058
0.500 0.9055
0.382 0.9052
LOW 0.9041
0.618 0.9024
1.000 0.9013
1.618 0.8996
2.618 0.8968
4.250 0.8922
Fisher Pivots for day following 25-Apr-2014
Pivot 1 day 3 day
R1 0.9055 0.9052
PP 0.9053 0.9051
S1 0.9050 0.9049

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

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