CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 0.9164 0.9137 -0.0027 -0.3% 0.9195
High 0.9164 0.9158 -0.0006 -0.1% 0.9237
Low 0.9125 0.9120 -0.0005 -0.1% 0.9181
Close 0.9141 0.9150 0.0009 0.1% 0.9219
Range 0.0039 0.0038 -0.0001 -2.6% 0.0056
ATR 0.0043 0.0042 0.0000 -0.8% 0.0000
Volume 57,607 63,344 5,737 10.0% 181,512
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9257 0.9241 0.9171
R3 0.9219 0.9203 0.9160
R2 0.9181 0.9181 0.9157
R1 0.9165 0.9165 0.9153 0.9173
PP 0.9143 0.9143 0.9143 0.9147
S1 0.9127 0.9127 0.9147 0.9135
S2 0.9105 0.9105 0.9143
S3 0.9067 0.9089 0.9140
S4 0.9029 0.9051 0.9129
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 0.9120 0.0117 1.3% 0.0044 0.5% 26% False True 52,732
10 0.9237 0.9120 0.0117 1.3% 0.0042 0.5% 26% False True 46,924
20 0.9240 0.9120 0.0120 1.3% 0.0042 0.5% 25% False True 44,448
40 0.9240 0.9035 0.0205 2.2% 0.0043 0.5% 56% False False 43,067
60 0.9240 0.8845 0.0395 4.3% 0.0048 0.5% 77% False False 48,054
80 0.9240 0.8845 0.0395 4.3% 0.0051 0.6% 77% False False 37,019
100 0.9240 0.8845 0.0395 4.3% 0.0053 0.6% 77% False False 29,672
120 0.9423 0.8845 0.0578 6.3% 0.0054 0.6% 53% False False 24,767
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9320
2.618 0.9257
1.618 0.9219
1.000 0.9196
0.618 0.9181
HIGH 0.9158
0.618 0.9143
0.500 0.9139
0.382 0.9135
LOW 0.9120
0.618 0.9097
1.000 0.9082
1.618 0.9059
2.618 0.9021
4.250 0.8959
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 0.9146 0.9150
PP 0.9143 0.9150
S1 0.9139 0.9150

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

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