CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 0.9315 0.9342 0.0027 0.3% 0.9259
High 0.9342 0.9350 0.0008 0.1% 0.9342
Low 0.9311 0.9312 0.0001 0.0% 0.9259
Close 0.9342 0.9338 -0.0004 0.0% 0.9342
Range 0.0031 0.0038 0.0007 22.6% 0.0083
ATR 0.0033 0.0033 0.0000 1.1% 0.0000
Volume 267 277 10 3.7% 1,358
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9447 0.9431 0.9359
R3 0.9409 0.9393 0.9348
R2 0.9371 0.9371 0.9345
R1 0.9355 0.9355 0.9341 0.9344
PP 0.9333 0.9333 0.9333 0.9328
S1 0.9317 0.9317 0.9335 0.9306
S2 0.9295 0.9295 0.9331
S3 0.9257 0.9279 0.9328
S4 0.9219 0.9241 0.9317
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 0.9350 0.9265 0.0085 0.9% 0.0028 0.3% 86% True False 221
10 0.9350 0.9110 0.0240 2.6% 0.0035 0.4% 95% True False 312
20 0.9350 0.9085 0.0265 2.8% 0.0028 0.3% 95% True False 234
40 0.9350 0.9076 0.0274 2.9% 0.0027 0.3% 96% True False 164
60 0.9350 0.8999 0.0351 3.8% 0.0025 0.3% 97% True False 124
80 0.9350 0.8831 0.0519 5.6% 0.0029 0.3% 98% True False 108
100 0.9350 0.8831 0.0519 5.6% 0.0031 0.3% 98% True False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9512
2.618 0.9449
1.618 0.9411
1.000 0.9388
0.618 0.9373
HIGH 0.9350
0.618 0.9335
0.500 0.9331
0.382 0.9327
LOW 0.9312
0.618 0.9289
1.000 0.9274
1.618 0.9251
2.618 0.9213
4.250 0.9151
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 0.9336 0.9332
PP 0.9333 0.9325
S1 0.9331 0.9319

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

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