CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 0.9107 0.9135 0.0028 0.3% 0.9140
High 0.9129 0.9140 0.0011 0.1% 0.9140
Low 0.9107 0.9118 0.0011 0.1% 0.9085
Close 0.9122 0.9125 0.0003 0.0% 0.9107
Range 0.0022 0.0022 0.0000 0.0% 0.0055
ATR 0.0031 0.0030 -0.0001 -2.1% 0.0000
Volume 43 392 349 811.6% 377
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9194 0.9181 0.9137
R3 0.9172 0.9159 0.9131
R2 0.9150 0.9150 0.9129
R1 0.9137 0.9137 0.9127 0.9133
PP 0.9128 0.9128 0.9128 0.9125
S1 0.9115 0.9115 0.9123 0.9111
S2 0.9106 0.9106 0.9121
S3 0.9084 0.9093 0.9119
S4 0.9062 0.9071 0.9113
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% 0.0022 0.2% 73% True False 136
10 0.9195 0.9085 0.0110 1.2% 0.0025 0.3% 36% False False 139
20 0.9195 0.9085 0.0110 1.2% 0.0022 0.2% 36% False False 116
40 0.9195 0.8999 0.0196 2.1% 0.0022 0.2% 64% False False 83
60 0.9195 0.8831 0.0364 4.0% 0.0027 0.3% 81% False False 73
80 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 81% False False 69
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.9234
2.618 0.9198
1.618 0.9176
1.000 0.9162
0.618 0.9154
HIGH 0.9140
0.618 0.9132
0.500 0.9129
0.382 0.9126
LOW 0.9118
0.618 0.9104
1.000 0.9096
1.618 0.9082
2.618 0.9060
4.250 0.9025
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 0.9129 0.9123
PP 0.9128 0.9122
S1 0.9126 0.9120

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

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