CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 0.9133 0.9130 -0.0003 0.0% 0.9196
High 0.9143 0.9151 0.0008 0.1% 0.9199
Low 0.9112 0.9118 0.0006 0.1% 0.9100
Close 0.9127 0.9142 0.0015 0.2% 0.9127
Range 0.0031 0.0033 0.0002 6.5% 0.0099
ATR 0.0039 0.0038 0.0000 -1.1% 0.0000
Volume 3,401 19,022 15,621 459.3% 22,839
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9236 0.9222 0.9160
R3 0.9203 0.9189 0.9151
R2 0.9170 0.9170 0.9148
R1 0.9156 0.9156 0.9145 0.9163
PP 0.9137 0.9137 0.9137 0.9141
S1 0.9123 0.9123 0.9139 0.9130
S2 0.9104 0.9104 0.9136
S3 0.9071 0.9090 0.9133
S4 0.9038 0.9057 0.9124
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9439 0.9382 0.9181
R3 0.9340 0.9283 0.9154
R2 0.9241 0.9241 0.9145
R1 0.9184 0.9184 0.9136 0.9163
PP 0.9142 0.9142 0.9142 0.9132
S1 0.9085 0.9085 0.9118 0.9064
S2 0.9043 0.9043 0.9109
S3 0.8944 0.8986 0.9100
S4 0.8845 0.8887 0.9073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9157 0.9100 0.0057 0.6% 0.0033 0.4% 74% False False 8,144
10 0.9216 0.9100 0.0116 1.3% 0.0038 0.4% 36% False False 4,490
20 0.9216 0.9100 0.0116 1.3% 0.0035 0.4% 36% False False 2,454
40 0.9218 0.9018 0.0200 2.2% 0.0037 0.4% 62% False False 1,426
60 0.9218 0.8815 0.0403 4.4% 0.0042 0.5% 81% False False 1,047
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 81% False False 807
100 0.9218 0.8815 0.0403 4.4% 0.0039 0.4% 81% False False 658
120 0.9387 0.8815 0.0572 6.3% 0.0038 0.4% 57% False False 560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9291
2.618 0.9237
1.618 0.9204
1.000 0.9184
0.618 0.9171
HIGH 0.9151
0.618 0.9138
0.500 0.9135
0.382 0.9131
LOW 0.9118
0.618 0.9098
1.000 0.9085
1.618 0.9065
2.618 0.9032
4.250 0.8978
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 0.9140 0.9137
PP 0.9137 0.9131
S1 0.9135 0.9126

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

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