CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 0.9364 0.9355 -0.0009 -0.1% 0.9259
High 0.9364 0.9377 0.0013 0.1% 0.9342
Low 0.9333 0.9330 -0.0003 0.0% 0.9259
Close 0.9336 0.9376 0.0040 0.4% 0.9342
Range 0.0031 0.0047 0.0016 51.6% 0.0083
ATR 0.0033 0.0034 0.0001 2.9% 0.0000
Volume 56 265 209 373.2% 1,358
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9502 0.9486 0.9402
R3 0.9455 0.9439 0.9389
R2 0.9408 0.9408 0.9385
R1 0.9392 0.9392 0.9380 0.9400
PP 0.9361 0.9361 0.9361 0.9365
S1 0.9345 0.9345 0.9372 0.9353
S2 0.9314 0.9314 0.9367
S3 0.9267 0.9298 0.9363
S4 0.9220 0.9251 0.9350
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 0.9377 0.9311 0.0066 0.7% 0.0036 0.4% 98% True False 238
10 0.9377 0.9198 0.0179 1.9% 0.0035 0.4% 99% True False 249
20 0.9377 0.9100 0.0277 3.0% 0.0030 0.3% 100% True False 251
40 0.9377 0.9085 0.0292 3.1% 0.0028 0.3% 100% True False 176
60 0.9377 0.8999 0.0378 4.0% 0.0026 0.3% 100% True False 133
80 0.9377 0.8831 0.0546 5.8% 0.0028 0.3% 100% True False 113
100 0.9377 0.8831 0.0546 5.8% 0.0031 0.3% 100% True False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9577
2.618 0.9500
1.618 0.9453
1.000 0.9424
0.618 0.9406
HIGH 0.9377
0.618 0.9359
0.500 0.9354
0.382 0.9348
LOW 0.9330
0.618 0.9301
1.000 0.9283
1.618 0.9254
2.618 0.9207
4.250 0.9130
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 0.9369 0.9369
PP 0.9361 0.9361
S1 0.9354 0.9354

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

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