CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 0.9150 0.9182 0.0032 0.3% 0.9196
High 0.9186 0.9203 0.0017 0.2% 0.9199
Low 0.9148 0.9178 0.0030 0.3% 0.9100
Close 0.9179 0.9192 0.0013 0.1% 0.9127
Range 0.0038 0.0025 -0.0013 -34.2% 0.0099
ATR 0.0038 0.0037 -0.0001 -2.4% 0.0000
Volume 34,655 49,646 14,991 43.3% 22,839
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9266 0.9254 0.9206
R3 0.9241 0.9229 0.9199
R2 0.9216 0.9216 0.9197
R1 0.9204 0.9204 0.9194 0.9210
PP 0.9191 0.9191 0.9191 0.9194
S1 0.9179 0.9179 0.9190 0.9185
S2 0.9166 0.9166 0.9187
S3 0.9141 0.9154 0.9185
S4 0.9116 0.9129 0.9178
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 0.9203 0.9112 0.0091 1.0% 0.0031 0.3% 88% True False 26,200
10 0.9216 0.9100 0.0116 1.3% 0.0036 0.4% 79% False False 15,139
20 0.9216 0.9100 0.0116 1.3% 0.0035 0.4% 79% False False 7,780
40 0.9218 0.9018 0.0200 2.2% 0.0036 0.4% 87% False False 4,129
60 0.9218 0.8815 0.0403 4.4% 0.0041 0.4% 94% False False 2,848
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 94% False False 2,162
100 0.9218 0.8815 0.0403 4.4% 0.0039 0.4% 94% False False 1,742
120 0.9387 0.8815 0.0572 6.2% 0.0038 0.4% 66% False False 1,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9309
2.618 0.9268
1.618 0.9243
1.000 0.9228
0.618 0.9218
HIGH 0.9203
0.618 0.9193
0.500 0.9191
0.382 0.9188
LOW 0.9178
0.618 0.9163
1.000 0.9153
1.618 0.9138
2.618 0.9113
4.250 0.9072
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 0.9192 0.9184
PP 0.9191 0.9176
S1 0.9191 0.9169

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

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