CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 0.9290 0.9356 0.0066 0.7% 0.9358
High 0.9362 0.9380 0.0018 0.2% 0.9406
Low 0.9285 0.9352 0.0067 0.7% 0.9294
Close 0.9361 0.9371 0.0010 0.1% 0.9297
Range 0.0077 0.0028 -0.0049 -63.6% 0.0112
ATR 0.0049 0.0048 -0.0002 -3.1% 0.0000
Volume 124 271 147 118.5% 964
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9452 0.9439 0.9386
R3 0.9424 0.9411 0.9379
R2 0.9396 0.9396 0.9376
R1 0.9383 0.9383 0.9374 0.9390
PP 0.9368 0.9368 0.9368 0.9371
S1 0.9355 0.9355 0.9368 0.9362
S2 0.9340 0.9340 0.9366
S3 0.9312 0.9327 0.9363
S4 0.9284 0.9299 0.9356
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9668 0.9595 0.9359
R3 0.9556 0.9483 0.9328
R2 0.9444 0.9444 0.9318
R1 0.9371 0.9371 0.9307 0.9352
PP 0.9332 0.9332 0.9332 0.9323
S1 0.9259 0.9259 0.9287 0.9240
S2 0.9220 0.9220 0.9276
S3 0.9108 0.9147 0.9266
S4 0.8996 0.9035 0.9235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9382 0.9285 0.0097 1.0% 0.0045 0.5% 89% False False 181
10 0.9407 0.9274 0.0133 1.4% 0.0052 0.6% 73% False False 256
20 0.9423 0.9274 0.0149 1.6% 0.0045 0.5% 65% False False 209
40 0.9551 0.9274 0.0277 3.0% 0.0034 0.4% 35% False False 125
60 0.9678 0.9274 0.0404 4.3% 0.0028 0.3% 24% False False 88
80 0.9726 0.9274 0.0452 4.8% 0.0024 0.3% 21% False False 72
100 0.9726 0.9274 0.0452 4.8% 0.0022 0.2% 21% False False 63
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9499
2.618 0.9453
1.618 0.9425
1.000 0.9408
0.618 0.9397
HIGH 0.9380
0.618 0.9369
0.500 0.9366
0.382 0.9363
LOW 0.9352
0.618 0.9335
1.000 0.9324
1.618 0.9307
2.618 0.9279
4.250 0.9233
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 0.9369 0.9358
PP 0.9368 0.9345
S1 0.9366 0.9333

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

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