CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 0.9110 0.9091 -0.0019 -0.2% 0.9168
High 0.9110 0.9116 0.0006 0.1% 0.9195
Low 0.9089 0.9085 -0.0004 0.0% 0.9144
Close 0.9101 0.9110 0.0009 0.1% 0.9179
Range 0.0021 0.0031 0.0010 47.6% 0.0051
ATR 0.0033 0.0033 0.0000 -0.4% 0.0000
Volume 52 146 94 180.8% 783
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9197 0.9184 0.9127
R3 0.9166 0.9153 0.9119
R2 0.9135 0.9135 0.9116
R1 0.9122 0.9122 0.9113 0.9129
PP 0.9104 0.9104 0.9104 0.9107
S1 0.9091 0.9091 0.9107 0.9098
S2 0.9073 0.9073 0.9104
S3 0.9042 0.9060 0.9101
S4 0.9011 0.9029 0.9093
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 0.9085 0.0110 1.2% 0.0026 0.3% 23% False True 125
10 0.9195 0.9085 0.0110 1.2% 0.0029 0.3% 23% False True 129
20 0.9195 0.9085 0.0110 1.2% 0.0026 0.3% 23% False True 101
40 0.9195 0.8999 0.0196 2.2% 0.0024 0.3% 57% False False 74
60 0.9195 0.8831 0.0364 4.0% 0.0028 0.3% 77% False False 67
80 0.9195 0.8831 0.0364 4.0% 0.0031 0.3% 77% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9248
2.618 0.9197
1.618 0.9166
1.000 0.9147
0.618 0.9135
HIGH 0.9116
0.618 0.9104
0.500 0.9101
0.382 0.9097
LOW 0.9085
0.618 0.9066
1.000 0.9054
1.618 0.9035
2.618 0.9004
4.250 0.8953
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 0.9107 0.9109
PP 0.9104 0.9108
S1 0.9101 0.9108

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

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