CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 0.9136 0.9165 0.0029 0.3% 0.9140
High 0.9165 0.9182 0.0017 0.2% 0.9140
Low 0.9136 0.9165 0.0029 0.3% 0.9085
Close 0.9159 0.9172 0.0013 0.1% 0.9107
Range 0.0029 0.0017 -0.0012 -41.4% 0.0055
ATR 0.0031 0.0030 -0.0001 -1.9% 0.0000
Volume 237 142 -95 -40.1% 377
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9224 0.9215 0.9181
R3 0.9207 0.9198 0.9177
R2 0.9190 0.9190 0.9175
R1 0.9181 0.9181 0.9174 0.9186
PP 0.9173 0.9173 0.9173 0.9175
S1 0.9164 0.9164 0.9170 0.9169
S2 0.9156 0.9156 0.9169
S3 0.9139 0.9147 0.9167
S4 0.9122 0.9130 0.9163
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 0.9182 0.9100 0.0082 0.9% 0.0021 0.2% 88% True False 172
10 0.9195 0.9085 0.0110 1.2% 0.0024 0.3% 79% False False 148
20 0.9195 0.9085 0.0110 1.2% 0.0023 0.3% 79% False False 126
40 0.9195 0.8999 0.0196 2.1% 0.0023 0.2% 88% False False 92
60 0.9195 0.8831 0.0364 4.0% 0.0026 0.3% 94% False False 79
80 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 94% False False 72
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9254
2.618 0.9227
1.618 0.9210
1.000 0.9199
0.618 0.9193
HIGH 0.9182
0.618 0.9176
0.500 0.9174
0.382 0.9171
LOW 0.9165
0.618 0.9154
1.000 0.9148
1.618 0.9137
2.618 0.9120
4.250 0.9093
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 0.9174 0.9165
PP 0.9173 0.9157
S1 0.9173 0.9150

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

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