CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 0.9195 0.9140 -0.0055 -0.6% 0.9168
High 0.9195 0.9140 -0.0055 -0.6% 0.9195
Low 0.9145 0.9125 -0.0020 -0.2% 0.9144
Close 0.9179 0.9130 -0.0049 -0.5% 0.9179
Range 0.0050 0.0015 -0.0035 -70.0% 0.0051
ATR 0.0033 0.0035 0.0001 4.5% 0.0000
Volume 298 23 -275 -92.3% 783
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9177 0.9168 0.9138
R3 0.9162 0.9153 0.9134
R2 0.9147 0.9147 0.9133
R1 0.9138 0.9138 0.9131 0.9135
PP 0.9132 0.9132 0.9132 0.9130
S1 0.9123 0.9123 0.9129 0.9120
S2 0.9117 0.9117 0.9127
S3 0.9102 0.9108 0.9126
S4 0.9087 0.9093 0.9122
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9326 0.9303 0.9207
R3 0.9275 0.9252 0.9193
R2 0.9224 0.9224 0.9188
R1 0.9201 0.9201 0.9184 0.9213
PP 0.9173 0.9173 0.9173 0.9178
S1 0.9150 0.9150 0.9174 0.9162
S2 0.9122 0.9122 0.9170
S3 0.9071 0.9099 0.9165
S4 0.9020 0.9048 0.9151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9125 0.0070 0.8% 0.0030 0.3% 7% False True 161
10 0.9195 0.9097 0.0098 1.1% 0.0026 0.3% 34% False False 130
20 0.9195 0.9076 0.0119 1.3% 0.0027 0.3% 45% False False 93
40 0.9195 0.8999 0.0196 2.1% 0.0024 0.3% 67% False False 68
60 0.9195 0.8831 0.0364 4.0% 0.0029 0.3% 82% False False 66
80 0.9195 0.8831 0.0364 4.0% 0.0031 0.3% 82% False False 62
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 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9204
2.618 0.9179
1.618 0.9164
1.000 0.9155
0.618 0.9149
HIGH 0.9140
0.618 0.9134
0.500 0.9133
0.382 0.9131
LOW 0.9125
0.618 0.9116
1.000 0.9110
1.618 0.9101
2.618 0.9086
4.250 0.9061
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 0.9133 0.9160
PP 0.9132 0.9150
S1 0.9131 0.9140

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

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