CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 0.9170 0.9162 -0.0008 -0.1% 0.9107
High 0.9176 0.9185 0.0009 0.1% 0.9182
Low 0.9160 0.9110 -0.0050 -0.5% 0.9107
Close 0.9162 0.9160 -0.0002 0.0% 0.9172
Range 0.0016 0.0075 0.0059 368.8% 0.0075
ATR 0.0028 0.0031 0.0003 11.9% 0.0000
Volume 553 86 -467 -84.4% 1,079
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9343 0.9201
R3 0.9302 0.9268 0.9181
R2 0.9227 0.9227 0.9174
R1 0.9193 0.9193 0.9167 0.9173
PP 0.9152 0.9152 0.9152 0.9141
S1 0.9118 0.9118 0.9153 0.9098
S2 0.9077 0.9077 0.9146
S3 0.9002 0.9043 0.9139
S4 0.8927 0.8968 0.9119
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 0.9110 0.0075 0.8% 0.0030 0.3% 67% True True 236
10 0.9185 0.9085 0.0100 1.1% 0.0027 0.3% 75% True False 204
20 0.9195 0.9085 0.0110 1.2% 0.0027 0.3% 68% False False 162
40 0.9195 0.8999 0.0196 2.1% 0.0024 0.3% 82% False False 113
60 0.9195 0.8881 0.0314 3.4% 0.0026 0.3% 89% False False 89
80 0.9195 0.8831 0.0364 4.0% 0.0029 0.3% 90% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 0.9504
2.618 0.9381
1.618 0.9306
1.000 0.9260
0.618 0.9231
HIGH 0.9185
0.618 0.9156
0.500 0.9148
0.382 0.9139
LOW 0.9110
0.618 0.9064
1.000 0.9035
1.618 0.8989
2.618 0.8914
4.250 0.8791
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 0.9156 0.9156
PP 0.9152 0.9152
S1 0.9148 0.9148

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

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