CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 0.9121 0.9110 -0.0011 -0.1% 0.9168
High 0.9130 0.9110 -0.0020 -0.2% 0.9195
Low 0.9117 0.9089 -0.0028 -0.3% 0.9144
Close 0.9122 0.9101 -0.0021 -0.2% 0.9179
Range 0.0013 0.0021 0.0008 61.5% 0.0051
ATR 0.0033 0.0033 0.0000 0.0% 0.0000
Volume 108 52 -56 -51.9% 783
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9163 0.9153 0.9113
R3 0.9142 0.9132 0.9107
R2 0.9121 0.9121 0.9105
R1 0.9111 0.9111 0.9103 0.9106
PP 0.9100 0.9100 0.9100 0.9097
S1 0.9090 0.9090 0.9099 0.9085
S2 0.9079 0.9079 0.9097
S3 0.9058 0.9069 0.9095
S4 0.9037 0.9048 0.9089
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 0.9089 0.0106 1.2% 0.0027 0.3% 11% False True 121
10 0.9195 0.9089 0.0106 1.2% 0.0028 0.3% 11% False True 120
20 0.9195 0.9089 0.0106 1.2% 0.0026 0.3% 11% False True 98
40 0.9195 0.8999 0.0196 2.2% 0.0023 0.3% 52% False False 70
60 0.9195 0.8831 0.0364 4.0% 0.0028 0.3% 74% False False 65
80 0.9195 0.8831 0.0364 4.0% 0.0031 0.3% 74% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9199
2.618 0.9165
1.618 0.9144
1.000 0.9131
0.618 0.9123
HIGH 0.9110
0.618 0.9102
0.500 0.9100
0.382 0.9097
LOW 0.9089
0.618 0.9076
1.000 0.9068
1.618 0.9055
2.618 0.9034
4.250 0.9000
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 0.9101 0.9115
PP 0.9100 0.9110
S1 0.9100 0.9106

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

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