CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 0.9100 0.9107 0.0007 0.1% 0.9090
High 0.9124 0.9110 -0.0014 -0.2% 0.9195
Low 0.9084 0.9066 -0.0018 -0.2% 0.9067
Close 0.9108 0.9094 -0.0014 -0.2% 0.9107
Range 0.0040 0.0044 0.0004 10.0% 0.0128
ATR 0.0058 0.0057 -0.0001 -1.7% 0.0000
Volume 34,866 39,154 4,288 12.3% 252,309
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9222 0.9202 0.9118
R3 0.9178 0.9158 0.9106
R2 0.9134 0.9134 0.9102
R1 0.9114 0.9114 0.9098 0.9102
PP 0.9090 0.9090 0.9090 0.9084
S1 0.9070 0.9070 0.9090 0.9058
S2 0.9046 0.9046 0.9086
S3 0.9002 0.9026 0.9082
S4 0.8958 0.8982 0.9070
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9507 0.9435 0.9177
R3 0.9379 0.9307 0.9142
R2 0.9251 0.9251 0.9130
R1 0.9179 0.9179 0.9119 0.9215
PP 0.9123 0.9123 0.9123 0.9141
S1 0.9051 0.9051 0.9095 0.9087
S2 0.8995 0.8995 0.9084
S3 0.8867 0.8923 0.9072
S4 0.8739 0.8795 0.9037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9066 0.0129 1.4% 0.0055 0.6% 22% False True 44,302
10 0.9195 0.9035 0.0160 1.8% 0.0051 0.6% 37% False False 46,837
20 0.9195 0.8845 0.0350 3.8% 0.0058 0.6% 71% False False 53,831
40 0.9195 0.8845 0.0350 3.8% 0.0061 0.7% 71% False False 36,461
60 0.9195 0.8845 0.0350 3.8% 0.0061 0.7% 71% False False 24,412
80 0.9406 0.8845 0.0561 6.2% 0.0060 0.7% 44% False False 18,374
100 0.9522 0.8845 0.0677 7.4% 0.0055 0.6% 37% False False 14,723
120 0.9579 0.8845 0.0734 8.1% 0.0049 0.5% 34% False False 12,274
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9297
2.618 0.9225
1.618 0.9181
1.000 0.9154
0.618 0.9137
HIGH 0.9110
0.618 0.9093
0.500 0.9088
0.382 0.9083
LOW 0.9066
0.618 0.9039
1.000 0.9022
1.618 0.8995
2.618 0.8951
4.250 0.8879
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 0.9092 0.9105
PP 0.9090 0.9101
S1 0.9088 0.9098

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

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