CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 0.9170 0.9170 0.0000 0.0% 0.9107
High 0.9185 0.9176 -0.0009 -0.1% 0.9182
Low 0.9159 0.9160 0.0001 0.0% 0.9107
Close 0.9175 0.9162 -0.0013 -0.1% 0.9172
Range 0.0026 0.0016 -0.0010 -38.5% 0.0075
ATR 0.0029 0.0028 -0.0001 -3.2% 0.0000
Volume 136 553 417 306.6% 1,079
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9214 0.9204 0.9171
R3 0.9198 0.9188 0.9166
R2 0.9182 0.9182 0.9165
R1 0.9172 0.9172 0.9163 0.9169
PP 0.9166 0.9166 0.9166 0.9165
S1 0.9156 0.9156 0.9161 0.9153
S2 0.9150 0.9150 0.9159
S3 0.9134 0.9140 0.9158
S4 0.9118 0.9124 0.9153
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 0.9136 0.0049 0.5% 0.0020 0.2% 53% False False 266
10 0.9185 0.9085 0.0100 1.1% 0.0021 0.2% 77% False False 201
20 0.9195 0.9085 0.0110 1.2% 0.0024 0.3% 70% False False 158
40 0.9195 0.8999 0.0196 2.1% 0.0022 0.2% 83% False False 111
60 0.9195 0.8857 0.0338 3.7% 0.0025 0.3% 90% False False 87
80 0.9195 0.8831 0.0364 4.0% 0.0028 0.3% 91% False False 82
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9244
2.618 0.9218
1.618 0.9202
1.000 0.9192
0.618 0.9186
HIGH 0.9176
0.618 0.9170
0.500 0.9168
0.382 0.9166
LOW 0.9160
0.618 0.9150
1.000 0.9144
1.618 0.9134
2.618 0.9118
4.250 0.9092
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 0.9168 0.9172
PP 0.9166 0.9169
S1 0.9164 0.9165

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

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