CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 0.8875 0.8877 0.0002 0.0% 0.8991
High 0.8883 0.8932 0.0049 0.6% 0.9069
Low 0.8845 0.8862 0.0017 0.2% 0.8845
Close 0.8877 0.8904 0.0027 0.3% 0.8904
Range 0.0038 0.0070 0.0032 84.2% 0.0224
ATR 0.0064 0.0065 0.0000 0.6% 0.0000
Volume 53,582 80,426 26,844 50.1% 355,378
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9109 0.9077 0.8943
R3 0.9039 0.9007 0.8923
R2 0.8969 0.8969 0.8917
R1 0.8937 0.8937 0.8910 0.8953
PP 0.8899 0.8899 0.8899 0.8908
S1 0.8867 0.8867 0.8898 0.8883
S2 0.8829 0.8829 0.8891
S3 0.8759 0.8797 0.8885
S4 0.8689 0.8727 0.8866
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9611 0.9482 0.9027
R3 0.9387 0.9258 0.8966
R2 0.9163 0.9163 0.8945
R1 0.9034 0.9034 0.8925 0.8987
PP 0.8939 0.8939 0.8939 0.8916
S1 0.8810 0.8810 0.8883 0.8763
S2 0.8715 0.8715 0.8863
S3 0.8491 0.8586 0.8842
S4 0.8267 0.8362 0.8781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9069 0.8845 0.0224 2.5% 0.0079 0.9% 26% False False 71,075
10 0.9069 0.8845 0.0224 2.5% 0.0063 0.7% 26% False False 57,106
20 0.9106 0.8845 0.0261 2.9% 0.0062 0.7% 23% False False 30,563
40 0.9138 0.8845 0.0293 3.3% 0.0062 0.7% 20% False False 15,494
60 0.9405 0.8845 0.0560 6.3% 0.0061 0.7% 11% False False 10,407
80 0.9450 0.8845 0.0605 6.8% 0.0056 0.6% 10% False False 7,850
100 0.9551 0.8845 0.0706 7.9% 0.0049 0.5% 8% False False 6,287
120 0.9678 0.8845 0.0833 9.4% 0.0043 0.5% 7% False False 5,241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9230
2.618 0.9115
1.618 0.9045
1.000 0.9002
0.618 0.8975
HIGH 0.8932
0.618 0.8905
0.500 0.8897
0.382 0.8889
LOW 0.8862
0.618 0.8819
1.000 0.8792
1.618 0.8749
2.618 0.8679
4.250 0.8565
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 0.8902 0.8909
PP 0.8899 0.8907
S1 0.8897 0.8906

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

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