CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 0.9259 0.9277 0.0018 0.2% 0.9170
High 0.9291 0.9289 -0.0002 0.0% 0.9262
Low 0.9259 0.9265 0.0006 0.1% 0.9110
Close 0.9283 0.9270 -0.0013 -0.1% 0.9260
Range 0.0032 0.0024 -0.0008 -25.0% 0.0152
ATR 0.0035 0.0034 -0.0001 -2.2% 0.0000
Volume 528 219 -309 -58.5% 1,627
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9347 0.9332 0.9283
R3 0.9323 0.9308 0.9277
R2 0.9299 0.9299 0.9274
R1 0.9284 0.9284 0.9272 0.9280
PP 0.9275 0.9275 0.9275 0.9272
S1 0.9260 0.9260 0.9268 0.9256
S2 0.9251 0.9251 0.9266
S3 0.9227 0.9236 0.9263
S4 0.9203 0.9212 0.9257
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9667 0.9615 0.9344
R3 0.9515 0.9463 0.9302
R2 0.9363 0.9363 0.9288
R1 0.9311 0.9311 0.9274 0.9337
PP 0.9211 0.9211 0.9211 0.9224
S1 0.9159 0.9159 0.9246 0.9185
S2 0.9059 0.9059 0.9232
S3 0.8907 0.9007 0.9218
S4 0.8755 0.8855 0.9176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9291 0.9110 0.0181 2.0% 0.0043 0.5% 88% False False 337
10 0.9291 0.9110 0.0181 2.0% 0.0032 0.3% 88% False False 301
20 0.9291 0.9085 0.0206 2.2% 0.0029 0.3% 90% False False 220
40 0.9291 0.9051 0.0240 2.6% 0.0026 0.3% 91% False False 147
60 0.9291 0.8990 0.0301 3.2% 0.0025 0.3% 93% False False 113
80 0.9291 0.8831 0.0460 5.0% 0.0029 0.3% 95% False False 99
100 0.9291 0.8831 0.0460 5.0% 0.0031 0.3% 95% False False 90
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9391
2.618 0.9352
1.618 0.9328
1.000 0.9313
0.618 0.9304
HIGH 0.9289
0.618 0.9280
0.500 0.9277
0.382 0.9274
LOW 0.9265
0.618 0.9250
1.000 0.9241
1.618 0.9226
2.618 0.9202
4.250 0.9163
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 0.9277 0.9262
PP 0.9275 0.9253
S1 0.9272 0.9245

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

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