CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 0.9140 0.9121 -0.0019 -0.2% 0.9168
High 0.9140 0.9130 -0.0010 -0.1% 0.9195
Low 0.9125 0.9117 -0.0008 -0.1% 0.9144
Close 0.9130 0.9122 -0.0008 -0.1% 0.9179
Range 0.0015 0.0013 -0.0002 -13.3% 0.0051
ATR 0.0035 0.0033 -0.0002 -4.5% 0.0000
Volume 23 108 85 369.6% 783
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9162 0.9155 0.9129
R3 0.9149 0.9142 0.9126
R2 0.9136 0.9136 0.9124
R1 0.9129 0.9129 0.9123 0.9133
PP 0.9123 0.9123 0.9123 0.9125
S1 0.9116 0.9116 0.9121 0.9120
S2 0.9110 0.9110 0.9120
S3 0.9097 0.9103 0.9118
S4 0.9084 0.9090 0.9115
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 0.9117 0.0078 0.9% 0.0028 0.3% 6% False True 143
10 0.9195 0.9097 0.0098 1.1% 0.0027 0.3% 26% False False 116
20 0.9195 0.9097 0.0098 1.1% 0.0027 0.3% 26% False False 97
40 0.9195 0.8999 0.0196 2.1% 0.0023 0.3% 63% False False 70
60 0.9195 0.8831 0.0364 4.0% 0.0028 0.3% 80% False False 66
80 0.9195 0.8831 0.0364 4.0% 0.0031 0.3% 80% False False 63
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9185
2.618 0.9164
1.618 0.9151
1.000 0.9143
0.618 0.9138
HIGH 0.9130
0.618 0.9125
0.500 0.9124
0.382 0.9122
LOW 0.9117
0.618 0.9109
1.000 0.9104
1.618 0.9096
2.618 0.9083
4.250 0.9062
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 0.9124 0.9156
PP 0.9123 0.9145
S1 0.9123 0.9133

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

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