CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 0.9052 0.9047 -0.0005 -0.1% 0.8892
High 0.9071 0.9070 -0.0001 0.0% 0.9074
Low 0.9035 0.9037 0.0002 0.0% 0.8875
Close 0.9053 0.9045 -0.0008 -0.1% 0.9029
Range 0.0036 0.0033 -0.0003 -8.3% 0.0199
ATR 0.0060 0.0058 -0.0002 -3.2% 0.0000
Volume 38,324 36,520 -1,804 -4.7% 276,660
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9150 0.9130 0.9063
R3 0.9117 0.9097 0.9054
R2 0.9084 0.9084 0.9051
R1 0.9064 0.9064 0.9048 0.9058
PP 0.9051 0.9051 0.9051 0.9047
S1 0.9031 0.9031 0.9042 0.9025
S2 0.9018 0.9018 0.9039
S3 0.8985 0.8998 0.9036
S4 0.8952 0.8965 0.9027
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9590 0.9508 0.9138
R3 0.9391 0.9309 0.9084
R2 0.9192 0.9192 0.9065
R1 0.9110 0.9110 0.9047 0.9151
PP 0.8993 0.8993 0.8993 0.9013
S1 0.8911 0.8911 0.9011 0.8952
S2 0.8794 0.8794 0.8993
S3 0.8595 0.8712 0.8974
S4 0.8396 0.8513 0.8920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9074 0.9010 0.0064 0.7% 0.0047 0.5% 55% False False 46,019
10 0.9074 0.8862 0.0212 2.3% 0.0055 0.6% 86% False False 53,109
20 0.9085 0.8845 0.0240 2.7% 0.0060 0.7% 83% False False 51,531
40 0.9138 0.8845 0.0293 3.2% 0.0060 0.7% 68% False False 26,698
60 0.9252 0.8845 0.0407 4.5% 0.0060 0.7% 49% False False 17,895
80 0.9423 0.8845 0.0578 6.4% 0.0059 0.6% 35% False False 13,472
100 0.9545 0.8845 0.0700 7.7% 0.0052 0.6% 29% False False 10,789
120 0.9678 0.8845 0.0833 9.2% 0.0046 0.5% 24% False False 8,995
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9210
2.618 0.9156
1.618 0.9123
1.000 0.9103
0.618 0.9090
HIGH 0.9070
0.618 0.9057
0.500 0.9054
0.382 0.9050
LOW 0.9037
0.618 0.9017
1.000 0.9004
1.618 0.8984
2.618 0.8951
4.250 0.8897
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 0.9054 0.9045
PP 0.9051 0.9044
S1 0.9048 0.9044

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

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