CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 0.9356 0.9387 0.0031 0.3% 0.9279
High 0.9392 0.9393 0.0001 0.0% 0.9364
Low 0.9348 0.9354 0.0006 0.1% 0.9276
Close 0.9385 0.9357 -0.0028 -0.3% 0.9363
Range 0.0044 0.0039 -0.0005 -11.4% 0.0088
ATR 0.0040 0.0040 0.0000 -0.2% 0.0000
Volume 36,312 38,616 2,304 6.3% 232,669
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9485 0.9460 0.9378
R3 0.9446 0.9421 0.9368
R2 0.9407 0.9407 0.9364
R1 0.9382 0.9382 0.9361 0.9375
PP 0.9368 0.9368 0.9368 0.9365
S1 0.9343 0.9343 0.9353 0.9336
S2 0.9329 0.9329 0.9350
S3 0.9290 0.9304 0.9346
S4 0.9251 0.9265 0.9336
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9598 0.9569 0.9411
R3 0.9510 0.9481 0.9387
R2 0.9422 0.9422 0.9379
R1 0.9393 0.9393 0.9371 0.9408
PP 0.9334 0.9334 0.9334 0.9342
S1 0.9305 0.9305 0.9355 0.9320
S2 0.9246 0.9246 0.9347
S3 0.9158 0.9217 0.9339
S4 0.9070 0.9129 0.9315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9393 0.9305 0.0088 0.9% 0.0040 0.4% 59% True False 44,851
10 0.9393 0.9180 0.0213 2.3% 0.0041 0.4% 83% True False 48,963
20 0.9393 0.9100 0.0293 3.1% 0.0039 0.4% 88% True False 39,852
40 0.9393 0.9100 0.0293 3.1% 0.0039 0.4% 88% True False 20,442
60 0.9393 0.9018 0.0375 4.0% 0.0038 0.4% 90% True False 13,726
80 0.9393 0.8815 0.0578 6.2% 0.0042 0.4% 94% True False 10,364
100 0.9393 0.8815 0.0578 6.2% 0.0040 0.4% 94% True False 8,304
120 0.9393 0.8815 0.0578 6.2% 0.0040 0.4% 94% True False 6,933
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9559
2.618 0.9495
1.618 0.9456
1.000 0.9432
0.618 0.9417
HIGH 0.9393
0.618 0.9378
0.500 0.9374
0.382 0.9369
LOW 0.9354
0.618 0.9330
1.000 0.9315
1.618 0.9291
2.618 0.9252
4.250 0.9188
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 0.9374 0.9362
PP 0.9368 0.9360
S1 0.9363 0.9359

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

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