CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	0.9203	0.9191	-0.0012	-0.1%	0.9197
High	0.9218	0.9234	0.0016	0.2%	0.9210
Low	0.9181	0.9185	0.0004	0.0%	0.9133
Close	0.9185	0.9221	0.0036	0.4%	0.9196
Range	0.0037	0.0049	0.0012	32.4%	0.0077
ATR	0.0042	0.0042	0.0001	1.3%	0.0000
Volume	34,705	47,219	12,514	36.1%	191,165

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9340	0.9248
R3	0.9311	0.9291	0.9234
R2	0.9262	0.9262	0.9230
R1	0.9242	0.9242	0.9225	0.9252
PP	0.9213	0.9213	0.9213	0.9219
S1	0.9193	0.9193	0.9217	0.9203
S2	0.9164	0.9164	0.9212
S3	0.9115	0.9144	0.9208
S4	0.9066	0.9095	0.9194

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9411	0.9380	0.9238
R3	0.9334	0.9303	0.9217
R2	0.9257	0.9257	0.9210
R1	0.9226	0.9226	0.9203	0.9203
PP	0.9180	0.9180	0.9180	0.9168
S1	0.9149	0.9149	0.9189	0.9126
S2	0.9103	0.9103	0.9182
S3	0.9026	0.9072	0.9175
S4	0.8949	0.8995	0.9154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9234	0.9142	0.0092	1.0%	0.0039	0.4%	86%	True	False	41,116
10	0.9234	0.9133	0.0101	1.1%	0.0036	0.4%	87%	True	False	39,105
20	0.9240	0.9068	0.0172	1.9%	0.0043	0.5%	89%	False	False	42,330
40	0.9240	0.9035	0.0205	2.2%	0.0043	0.5%	91%	False	False	42,647
60	0.9240	0.8845	0.0395	4.3%	0.0050	0.5%	95%	False	False	44,649
80	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	95%	False	False	33,744
100	0.9385	0.8845	0.0540	5.9%	0.0054	0.6%	70%	False	False	27,049
120	0.9423	0.8845	0.0578	6.3%	0.0054	0.6%	65%	False	False	22,577

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9442
2.618	0.9362
1.618	0.9313
1.000	0.9283
0.618	0.9264
HIGH	0.9234
0.618	0.9215
0.500	0.9210
0.382	0.9204
LOW	0.9185
0.618	0.9155
1.000	0.9136
1.618	0.9106
2.618	0.9057
4.250	0.8977

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	0.9217	0.9217
PP	0.9213	0.9212
S1	0.9210	0.9208

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols