CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 0.9091 0.9109 0.0018 0.2% 0.9140
High 0.9116 0.9116 0.0000 0.0% 0.9140
Low 0.9085 0.9100 0.0015 0.2% 0.9085
Close 0.9110 0.9107 -0.0003 0.0% 0.9107
Range 0.0031 0.0016 -0.0015 -48.4% 0.0055
ATR 0.0033 0.0032 -0.0001 -3.7% 0.0000
Volume 146 48 -98 -67.1% 377
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9156 0.9147 0.9116
R3 0.9140 0.9131 0.9111
R2 0.9124 0.9124 0.9110
R1 0.9115 0.9115 0.9108 0.9112
PP 0.9108 0.9108 0.9108 0.9106
S1 0.9099 0.9099 0.9106 0.9096
S2 0.9092 0.9092 0.9104
S3 0.9076 0.9083 0.9103
S4 0.9060 0.9067 0.9098
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9276 0.9246 0.9137
R3 0.9221 0.9191 0.9122
R2 0.9166 0.9166 0.9117
R1 0.9136 0.9136 0.9112 0.9124
PP 0.9111 0.9111 0.9111 0.9104
S1 0.9081 0.9081 0.9102 0.9069
S2 0.9056 0.9056 0.9097
S3 0.9001 0.9026 0.9092
S4 0.8946 0.8971 0.9077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9140 0.9085 0.0055 0.6% 0.0019 0.2% 40% False False 75
10 0.9195 0.9085 0.0110 1.2% 0.0027 0.3% 20% False False 126
20 0.9195 0.9085 0.0110 1.2% 0.0024 0.3% 20% False False 101
40 0.9195 0.8999 0.0196 2.2% 0.0023 0.2% 55% False False 74
60 0.9195 0.8831 0.0364 4.0% 0.0028 0.3% 76% False False 68
80 0.9195 0.8831 0.0364 4.0% 0.0031 0.3% 76% False False 64
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9184
2.618 0.9158
1.618 0.9142
1.000 0.9132
0.618 0.9126
HIGH 0.9116
0.618 0.9110
0.500 0.9108
0.382 0.9106
LOW 0.9100
0.618 0.9090
1.000 0.9084
1.618 0.9074
2.618 0.9058
4.250 0.9032
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 0.9108 0.9105
PP 0.9108 0.9103
S1 0.9107 0.9101

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

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