CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 0.9223 0.9218 -0.0005 -0.1% 0.9195
High 0.9237 0.9221 -0.0016 -0.2% 0.9237
Low 0.9181 0.9161 -0.0020 -0.2% 0.9181
Close 0.9219 0.9170 -0.0049 -0.5% 0.9219
Range 0.0056 0.0060 0.0004 7.1% 0.0056
ATR 0.0043 0.0044 0.0001 2.8% 0.0000
Volume 55,213 51,957 -3,256 -5.9% 181,512
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9364 0.9327 0.9203
R3 0.9304 0.9267 0.9187
R2 0.9244 0.9244 0.9181
R1 0.9207 0.9207 0.9176 0.9196
PP 0.9184 0.9184 0.9184 0.9178
S1 0.9147 0.9147 0.9165 0.9136
S2 0.9124 0.9124 0.9159
S3 0.9064 0.9087 0.9154
S4 0.9004 0.9027 0.9137
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9356 0.9250
R3 0.9324 0.9300 0.9234
R2 0.9268 0.9268 0.9229
R1 0.9244 0.9244 0.9224 0.9256
PP 0.9212 0.9212 0.9212 0.9219
S1 0.9188 0.9188 0.9214 0.9200
S2 0.9156 0.9156 0.9209
S3 0.9100 0.9132 0.9204
S4 0.9044 0.9076 0.9188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9237 0.9161 0.0076 0.8% 0.0047 0.5% 12% False True 46,693
10 0.9237 0.9133 0.0104 1.1% 0.0042 0.5% 36% False False 42,463
20 0.9240 0.9090 0.0150 1.6% 0.0044 0.5% 53% False False 42,975
40 0.9240 0.9035 0.0205 2.2% 0.0044 0.5% 66% False False 43,456
60 0.9240 0.8845 0.0395 4.3% 0.0050 0.5% 82% False False 46,148
80 0.9240 0.8845 0.0395 4.3% 0.0052 0.6% 82% False False 35,077
100 0.9252 0.8845 0.0407 4.4% 0.0054 0.6% 80% False False 28,119
120 0.9423 0.8845 0.0578 6.3% 0.0054 0.6% 56% False False 23,467
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 0.0009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9476
2.618 0.9378
1.618 0.9318
1.000 0.9281
0.618 0.9258
HIGH 0.9221
0.618 0.9198
0.500 0.9191
0.382 0.9184
LOW 0.9161
0.618 0.9124
1.000 0.9101
1.618 0.9064
2.618 0.9004
4.250 0.8906
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 0.9191 0.9199
PP 0.9184 0.9189
S1 0.9177 0.9180

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

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