CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 0.9290 0.9315 0.0025 0.3% 0.9259
High 0.9320 0.9342 0.0022 0.2% 0.9342
Low 0.9287 0.9311 0.0024 0.3% 0.9259
Close 0.9319 0.9342 0.0023 0.2% 0.9342
Range 0.0033 0.0031 -0.0002 -6.1% 0.0083
ATR 0.0033 0.0033 0.0000 -0.5% 0.0000
Volume 129 267 138 107.0% 1,358
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9425 0.9414 0.9359
R3 0.9394 0.9383 0.9351
R2 0.9363 0.9363 0.9348
R1 0.9352 0.9352 0.9345 0.9358
PP 0.9332 0.9332 0.9332 0.9334
S1 0.9321 0.9321 0.9339 0.9327
S2 0.9301 0.9301 0.9336
S3 0.9270 0.9290 0.9333
S4 0.9239 0.9259 0.9325
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9563 0.9536 0.9388
R3 0.9480 0.9453 0.9365
R2 0.9397 0.9397 0.9357
R1 0.9370 0.9370 0.9350 0.9384
PP 0.9314 0.9314 0.9314 0.9321
S1 0.9287 0.9287 0.9334 0.9301
S2 0.9231 0.9231 0.9327
S3 0.9148 0.9204 0.9319
S4 0.9065 0.9121 0.9296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9342 0.9259 0.0083 0.9% 0.0027 0.3% 100% True False 271
10 0.9342 0.9110 0.0232 2.5% 0.0034 0.4% 100% True False 298
20 0.9342 0.9085 0.0257 2.8% 0.0027 0.3% 100% True False 222
40 0.9342 0.9051 0.0291 3.1% 0.0027 0.3% 100% True False 159
60 0.9342 0.8999 0.0343 3.7% 0.0025 0.3% 100% True False 121
80 0.9342 0.8831 0.0511 5.5% 0.0029 0.3% 100% True False 105
100 0.9342 0.8831 0.0511 5.5% 0.0031 0.3% 100% True False 95
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 0.9474
2.618 0.9423
1.618 0.9392
1.000 0.9373
0.618 0.9361
HIGH 0.9342
0.618 0.9330
0.500 0.9327
0.382 0.9323
LOW 0.9311
0.618 0.9292
1.000 0.9280
1.618 0.9261
2.618 0.9230
4.250 0.9179
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 0.9337 0.9331
PP 0.9332 0.9321
S1 0.9327 0.9310

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

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