CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 0.9172 0.9170 -0.0002 0.0% 0.9107
High 0.9175 0.9185 0.0010 0.1% 0.9182
Low 0.9161 0.9159 -0.0002 0.0% 0.9107
Close 0.9172 0.9175 0.0003 0.0% 0.9172
Range 0.0014 0.0026 0.0012 85.7% 0.0075
ATR 0.0029 0.0029 0.0000 -0.8% 0.0000
Volume 265 136 -129 -48.7% 1,079
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9251 0.9239 0.9189
R3 0.9225 0.9213 0.9182
R2 0.9199 0.9199 0.9180
R1 0.9187 0.9187 0.9177 0.9193
PP 0.9173 0.9173 0.9173 0.9176
S1 0.9161 0.9161 0.9173 0.9167
S2 0.9147 0.9147 0.9170
S3 0.9121 0.9135 0.9168
S4 0.9095 0.9109 0.9161
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 0.9185 0.9118 0.0067 0.7% 0.0022 0.2% 85% True False 234
10 0.9185 0.9085 0.0100 1.1% 0.0021 0.2% 90% True False 156
20 0.9195 0.9085 0.0110 1.2% 0.0023 0.3% 82% False False 143
40 0.9195 0.8999 0.0196 2.1% 0.0022 0.2% 90% False False 99
60 0.9195 0.8836 0.0359 3.9% 0.0026 0.3% 94% False False 80
80 0.9195 0.8831 0.0364 4.0% 0.0029 0.3% 95% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9296
2.618 0.9253
1.618 0.9227
1.000 0.9211
0.618 0.9201
HIGH 0.9185
0.618 0.9175
0.500 0.9172
0.382 0.9169
LOW 0.9159
0.618 0.9143
1.000 0.9133
1.618 0.9117
2.618 0.9091
4.250 0.9049
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 0.9174 0.9174
PP 0.9173 0.9173
S1 0.9172 0.9172

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

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