CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 0.9007 0.9031 0.0024 0.3% 0.8970
High 0.9090 0.9048 -0.0042 -0.5% 0.9090
Low 0.8999 0.9013 0.0014 0.2% 0.8963
Close 0.9036 0.9026 -0.0010 -0.1% 0.9036
Range 0.0091 0.0035 -0.0056 -61.5% 0.0127
ATR 0.0064 0.0062 -0.0002 -3.2% 0.0000
Volume 244 754 510 209.0% 1,382
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9134 0.9115 0.9045
R3 0.9099 0.9080 0.9036
R2 0.9064 0.9064 0.9032
R1 0.9045 0.9045 0.9029 0.9037
PP 0.9029 0.9029 0.9029 0.9025
S1 0.9010 0.9010 0.9023 0.9002
S2 0.8994 0.8994 0.9020
S3 0.8959 0.8975 0.9016
S4 0.8924 0.8940 0.9007
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9411 0.9350 0.9106
R3 0.9284 0.9223 0.9071
R2 0.9157 0.9157 0.9059
R1 0.9096 0.9096 0.9048 0.9127
PP 0.9030 0.9030 0.9030 0.9045
S1 0.8969 0.8969 0.9024 0.9000
S2 0.8903 0.8903 0.9013
S3 0.8776 0.8842 0.9001
S4 0.8649 0.8715 0.8966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9090 0.8964 0.0126 1.4% 0.0059 0.6% 49% False False 334
10 0.9090 0.8885 0.0205 2.3% 0.0063 0.7% 69% False False 293
20 0.9188 0.8885 0.0303 3.4% 0.0062 0.7% 47% False False 285
40 0.9423 0.8885 0.0538 6.0% 0.0060 0.7% 26% False False 262
60 0.9545 0.8885 0.0660 7.3% 0.0049 0.5% 21% False False 201
80 0.9678 0.8885 0.0793 8.8% 0.0041 0.4% 18% False False 157
100 0.9726 0.8885 0.0841 9.3% 0.0036 0.4% 17% False False 129
120 0.9726 0.8885 0.0841 9.3% 0.0032 0.4% 17% False False 111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9197
2.618 0.9140
1.618 0.9105
1.000 0.9083
0.618 0.9070
HIGH 0.9048
0.618 0.9035
0.500 0.9031
0.382 0.9026
LOW 0.9013
0.618 0.8991
1.000 0.8978
1.618 0.8956
2.618 0.8921
4.250 0.8864
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 0.9031 0.9027
PP 0.9029 0.9027
S1 0.9028 0.9026

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

View Archives - Comment on this page... - Back to Index of Symbols