CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 0.9147 0.9150 0.0003 0.0% 0.9196
High 0.9162 0.9186 0.0024 0.3% 0.9199
Low 0.9134 0.9148 0.0014 0.2% 0.9100
Close 0.9145 0.9179 0.0034 0.4% 0.9127
Range 0.0028 0.0038 0.0010 35.7% 0.0099
ATR 0.0038 0.0038 0.0000 0.6% 0.0000
Volume 24,276 34,655 10,379 42.8% 22,839
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9285 0.9270 0.9200
R3 0.9247 0.9232 0.9189
R2 0.9209 0.9209 0.9186
R1 0.9194 0.9194 0.9182 0.9202
PP 0.9171 0.9171 0.9171 0.9175
S1 0.9156 0.9156 0.9176 0.9164
S2 0.9133 0.9133 0.9172
S3 0.9095 0.9118 0.9169
S4 0.9057 0.9080 0.9158
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 0.9186 0.9100 0.0086 0.9% 0.0033 0.4% 92% True False 18,059
10 0.9216 0.9100 0.0116 1.3% 0.0039 0.4% 68% False False 10,307
20 0.9216 0.9100 0.0116 1.3% 0.0035 0.4% 68% False False 5,330
40 0.9218 0.9018 0.0200 2.2% 0.0036 0.4% 81% False False 2,890
60 0.9218 0.8815 0.0403 4.4% 0.0042 0.5% 90% False False 2,021
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 90% False False 1,542
100 0.9218 0.8815 0.0403 4.4% 0.0039 0.4% 90% False False 1,246
120 0.9387 0.8815 0.0572 6.2% 0.0039 0.4% 64% False False 1,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9348
2.618 0.9285
1.618 0.9247
1.000 0.9224
0.618 0.9209
HIGH 0.9186
0.618 0.9171
0.500 0.9167
0.382 0.9163
LOW 0.9148
0.618 0.9125
1.000 0.9110
1.618 0.9087
2.618 0.9049
4.250 0.8987
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 0.9175 0.9170
PP 0.9171 0.9161
S1 0.9167 0.9152

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

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