CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 0.9182 0.9191 0.0009 0.1% 0.9130
High 0.9203 0.9197 -0.0006 -0.1% 0.9203
Low 0.9178 0.9179 0.0001 0.0% 0.9118
Close 0.9192 0.9192 0.0000 0.0% 0.9192
Range 0.0025 0.0018 -0.0007 -28.0% 0.0085
ATR 0.0037 0.0036 -0.0001 -3.7% 0.0000
Volume 49,646 42,415 -7,231 -14.6% 170,014
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9243 0.9236 0.9202
R3 0.9225 0.9218 0.9197
R2 0.9207 0.9207 0.9195
R1 0.9200 0.9200 0.9194 0.9204
PP 0.9189 0.9189 0.9189 0.9191
S1 0.9182 0.9182 0.9190 0.9186
S2 0.9171 0.9171 0.9189
S3 0.9153 0.9164 0.9187
S4 0.9135 0.9146 0.9182
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9426 0.9394 0.9239
R3 0.9341 0.9309 0.9215
R2 0.9256 0.9256 0.9208
R1 0.9224 0.9224 0.9200 0.9240
PP 0.9171 0.9171 0.9171 0.9179
S1 0.9139 0.9139 0.9184 0.9155
S2 0.9086 0.9086 0.9176
S3 0.9001 0.9054 0.9169
S4 0.8916 0.8969 0.9145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9203 0.9118 0.0085 0.9% 0.0028 0.3% 87% False False 34,002
10 0.9203 0.9100 0.0103 1.1% 0.0033 0.4% 89% False False 19,285
20 0.9216 0.9100 0.0116 1.3% 0.0034 0.4% 79% False False 9,891
40 0.9218 0.9018 0.0200 2.2% 0.0035 0.4% 87% False False 5,179
60 0.9218 0.8834 0.0384 4.2% 0.0039 0.4% 93% False False 3,552
80 0.9218 0.8815 0.0403 4.4% 0.0040 0.4% 94% False False 2,692
100 0.9218 0.8815 0.0403 4.4% 0.0039 0.4% 94% False False 2,166
120 0.9387 0.8815 0.0572 6.2% 0.0038 0.4% 66% False False 1,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.9274
2.618 0.9244
1.618 0.9226
1.000 0.9215
0.618 0.9208
HIGH 0.9197
0.618 0.9190
0.500 0.9188
0.382 0.9186
LOW 0.9179
0.618 0.9168
1.000 0.9161
1.618 0.9150
2.618 0.9132
4.250 0.9103
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 0.9191 0.9187
PP 0.9189 0.9181
S1 0.9188 0.9176

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

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