CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 0.9058 0.9053 -0.0005 -0.1% 0.9059
High 0.9069 0.9067 -0.0002 0.0% 0.9078
Low 0.9041 0.9047 0.0006 0.1% 0.9035
Close 0.9048 0.9058 0.0010 0.1% 0.9048
Range 0.0028 0.0020 -0.0008 -28.6% 0.0043
ATR 0.0046 0.0044 -0.0002 -4.1% 0.0000
Volume 30,842 29,088 -1,754 -5.7% 161,551
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9117 0.9108 0.9069
R3 0.9097 0.9088 0.9064
R2 0.9077 0.9077 0.9062
R1 0.9068 0.9068 0.9060 0.9073
PP 0.9057 0.9057 0.9057 0.9060
S1 0.9048 0.9048 0.9056 0.9053
S2 0.9037 0.9037 0.9054
S3 0.9017 0.9028 0.9053
S4 0.8997 0.9008 0.9047
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% 0.0026 0.3% 53% False False 34,642
10 0.9124 0.9035 0.0089 1.0% 0.0033 0.4% 26% False False 35,637
20 0.9195 0.9017 0.0178 2.0% 0.0043 0.5% 23% False False 42,494
40 0.9195 0.8845 0.0350 3.9% 0.0053 0.6% 61% False False 43,198
60 0.9195 0.8845 0.0350 3.9% 0.0056 0.6% 61% False False 29,083
80 0.9405 0.8845 0.0560 6.2% 0.0058 0.6% 38% False False 21,876
100 0.9423 0.8845 0.0578 6.4% 0.0055 0.6% 37% False False 17,543
120 0.9551 0.8845 0.0706 7.8% 0.0050 0.5% 30% False False 14,626
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9152
2.618 0.9119
1.618 0.9099
1.000 0.9087
0.618 0.9079
HIGH 0.9067
0.618 0.9059
0.500 0.9057
0.382 0.9055
LOW 0.9047
0.618 0.9035
1.000 0.9027
1.618 0.9015
2.618 0.8995
4.250 0.8962
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 0.9058 0.9057
PP 0.9057 0.9056
S1 0.9057 0.9055

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

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