CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 0.9162 0.9188 0.0026 0.3% 0.9107
High 0.9185 0.9208 0.0023 0.3% 0.9182
Low 0.9110 0.9188 0.0078 0.9% 0.9107
Close 0.9160 0.9198 0.0038 0.4% 0.9172
Range 0.0075 0.0020 -0.0055 -73.3% 0.0075
ATR 0.0031 0.0033 0.0001 3.7% 0.0000
Volume 86 635 549 638.4% 1,079
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9258 0.9248 0.9209
R3 0.9238 0.9228 0.9204
R2 0.9218 0.9218 0.9202
R1 0.9208 0.9208 0.9200 0.9213
PP 0.9198 0.9198 0.9198 0.9201
S1 0.9188 0.9188 0.9196 0.9193
S2 0.9178 0.9178 0.9194
S3 0.9158 0.9168 0.9193
S4 0.9138 0.9148 0.9187
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 0.9208 0.9110 0.0098 1.1% 0.0030 0.3% 90% True False 335
10 0.9208 0.9100 0.0108 1.2% 0.0026 0.3% 91% True False 253
20 0.9208 0.9085 0.0123 1.3% 0.0027 0.3% 92% True False 191
40 0.9208 0.9006 0.0202 2.2% 0.0024 0.3% 95% True False 127
60 0.9208 0.8896 0.0312 3.4% 0.0026 0.3% 97% True False 99
80 0.9208 0.8831 0.0377 4.1% 0.0029 0.3% 97% True False 89
Crabel Price Patterns
NR True
NR4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9293
2.618 0.9260
1.618 0.9240
1.000 0.9228
0.618 0.9220
HIGH 0.9208
0.618 0.9200
0.500 0.9198
0.382 0.9196
LOW 0.9188
0.618 0.9176
1.000 0.9168
1.618 0.9156
2.618 0.9136
4.250 0.9103
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 0.9198 0.9185
PP 0.9198 0.9172
S1 0.9198 0.9159

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

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