CME Canadian Dollar Future September 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 0.9144 0.9118 -0.0026 -0.3% 0.9175
High 0.9144 0.9137 -0.0007 -0.1% 0.9216
Low 0.9105 0.9100 -0.0005 -0.1% 0.9163
Close 0.9121 0.9130 0.0009 0.1% 0.9199
Range 0.0039 0.0037 -0.0002 -5.1% 0.0053
ATR 0.0040 0.0039 0.0000 -0.5% 0.0000
Volume 7,285 8,943 1,658 22.8% 3,039
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9233 0.9219 0.9150
R3 0.9196 0.9182 0.9140
R2 0.9159 0.9159 0.9137
R1 0.9145 0.9145 0.9133 0.9152
PP 0.9122 0.9122 0.9122 0.9126
S1 0.9108 0.9108 0.9127 0.9115
S2 0.9085 0.9085 0.9123
S3 0.9048 0.9071 0.9120
S4 0.9011 0.9034 0.9110
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9352 0.9328 0.9228
R3 0.9299 0.9275 0.9214
R2 0.9246 0.9246 0.9209
R1 0.9222 0.9222 0.9204 0.9234
PP 0.9193 0.9193 0.9193 0.9199
S1 0.9169 0.9169 0.9194 0.9181
S2 0.9140 0.9140 0.9189
S3 0.9087 0.9116 0.9184
S4 0.9034 0.9063 0.9170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9216 0.9100 0.0116 1.3% 0.0042 0.5% 26% False True 4,078
10 0.9216 0.9100 0.0116 1.3% 0.0039 0.4% 26% False True 2,323
20 0.9218 0.9100 0.0118 1.3% 0.0040 0.4% 25% False True 1,417
40 0.9218 0.9018 0.0200 2.2% 0.0038 0.4% 56% False False 879
60 0.9218 0.8815 0.0403 4.4% 0.0042 0.5% 78% False False 682
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 78% False False 528
100 0.9218 0.8815 0.0403 4.4% 0.0039 0.4% 78% False False 436
120 0.9387 0.8815 0.0572 6.3% 0.0038 0.4% 55% False False 374
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9294
2.618 0.9234
1.618 0.9197
1.000 0.9174
0.618 0.9160
HIGH 0.9137
0.618 0.9123
0.500 0.9119
0.382 0.9114
LOW 0.9100
0.618 0.9077
1.000 0.9063
1.618 0.9040
2.618 0.9003
4.250 0.8943
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 0.9126 0.9130
PP 0.9122 0.9129
S1 0.9119 0.9129

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

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