CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 0.9278 0.9290 0.0012 0.1% 0.9170
High 0.9292 0.9320 0.0028 0.3% 0.9262
Low 0.9278 0.9287 0.0009 0.1% 0.9110
Close 0.9284 0.9319 0.0035 0.4% 0.9260
Range 0.0014 0.0033 0.0019 135.7% 0.0152
ATR 0.0033 0.0033 0.0000 0.6% 0.0000
Volume 215 129 -86 -40.0% 1,627
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9408 0.9396 0.9337
R3 0.9375 0.9363 0.9328
R2 0.9342 0.9342 0.9325
R1 0.9330 0.9330 0.9322 0.9336
PP 0.9309 0.9309 0.9309 0.9312
S1 0.9297 0.9297 0.9316 0.9303
S2 0.9276 0.9276 0.9313
S3 0.9243 0.9264 0.9310
S4 0.9210 0.9231 0.9301
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 0.9320 0.9198 0.0122 1.3% 0.0033 0.4% 99% True False 261
10 0.9320 0.9110 0.0210 2.3% 0.0032 0.3% 100% True False 298
20 0.9320 0.9085 0.0235 2.5% 0.0028 0.3% 100% True False 223
40 0.9320 0.9051 0.0269 2.9% 0.0026 0.3% 100% True False 153
60 0.9320 0.8999 0.0321 3.4% 0.0025 0.3% 100% True False 117
80 0.9320 0.8831 0.0489 5.2% 0.0029 0.3% 100% True False 102
100 0.9320 0.8831 0.0489 5.2% 0.0031 0.3% 100% True False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9460
2.618 0.9406
1.618 0.9373
1.000 0.9353
0.618 0.9340
HIGH 0.9320
0.618 0.9307
0.500 0.9304
0.382 0.9300
LOW 0.9287
0.618 0.9267
1.000 0.9254
1.618 0.9234
2.618 0.9201
4.250 0.9147
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 0.9314 0.9310
PP 0.9309 0.9301
S1 0.9304 0.9293

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

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