CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 0.9165 0.9172 0.0007 0.1% 0.9107
High 0.9182 0.9175 -0.0007 -0.1% 0.9182
Low 0.9165 0.9161 -0.0004 0.0% 0.9107
Close 0.9172 0.9172 0.0000 0.0% 0.9172
Range 0.0017 0.0014 -0.0003 -17.6% 0.0075
ATR 0.0030 0.0029 -0.0001 -3.9% 0.0000
Volume 142 265 123 86.6% 1,079
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9211 0.9206 0.9180
R3 0.9197 0.9192 0.9176
R2 0.9183 0.9183 0.9175
R1 0.9178 0.9178 0.9173 0.9179
PP 0.9169 0.9169 0.9169 0.9170
S1 0.9164 0.9164 0.9171 0.9165
S2 0.9155 0.9155 0.9169
S3 0.9141 0.9150 0.9168
S4 0.9127 0.9136 0.9164
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9379 0.9350 0.9213
R3 0.9304 0.9275 0.9193
R2 0.9229 0.9229 0.9186
R1 0.9200 0.9200 0.9179 0.9215
PP 0.9154 0.9154 0.9154 0.9161
S1 0.9125 0.9125 0.9165 0.9140
S2 0.9079 0.9079 0.9158
S3 0.9004 0.9050 0.9151
S4 0.8929 0.8975 0.9131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9182 0.9107 0.0075 0.8% 0.0021 0.2% 87% False False 215
10 0.9182 0.9085 0.0097 1.1% 0.0020 0.2% 90% False False 145
20 0.9195 0.9085 0.0110 1.2% 0.0023 0.2% 79% False False 138
40 0.9195 0.8999 0.0196 2.1% 0.0022 0.2% 88% False False 97
60 0.9195 0.8831 0.0364 4.0% 0.0025 0.3% 94% False False 80
80 0.9195 0.8831 0.0364 4.0% 0.0029 0.3% 94% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9235
2.618 0.9212
1.618 0.9198
1.000 0.9189
0.618 0.9184
HIGH 0.9175
0.618 0.9170
0.500 0.9168
0.382 0.9166
LOW 0.9161
0.618 0.9152
1.000 0.9147
1.618 0.9138
2.618 0.9124
4.250 0.9102
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 0.9171 0.9168
PP 0.9169 0.9163
S1 0.9168 0.9159

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

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