CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 0.9114 0.9111 -0.0003 0.0% 0.9053
High 0.9126 0.9133 0.0007 0.1% 0.9133
Low 0.9084 0.9068 -0.0016 -0.2% 0.9047
Close 0.9107 0.9101 -0.0006 -0.1% 0.9101
Range 0.0042 0.0065 0.0023 54.8% 0.0086
ATR 0.0045 0.0046 0.0001 3.2% 0.0000
Volume 34,800 59,472 24,672 70.9% 231,926
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9296 0.9263 0.9137
R3 0.9231 0.9198 0.9119
R2 0.9166 0.9166 0.9113
R1 0.9133 0.9133 0.9107 0.9117
PP 0.9101 0.9101 0.9101 0.9093
S1 0.9068 0.9068 0.9095 0.9052
S2 0.9036 0.9036 0.9089
S3 0.8971 0.9003 0.9083
S4 0.8906 0.8938 0.9065
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9352 0.9312 0.9148
R3 0.9266 0.9226 0.9125
R2 0.9180 0.9180 0.9117
R1 0.9140 0.9140 0.9109 0.9160
PP 0.9094 0.9094 0.9094 0.9104
S1 0.9054 0.9054 0.9093 0.9074
S2 0.9008 0.9008 0.9085
S3 0.8922 0.8968 0.9077
S4 0.8836 0.8882 0.9054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9133 0.9047 0.0086 0.9% 0.0046 0.5% 63% True False 46,385
10 0.9133 0.9035 0.0098 1.1% 0.0036 0.4% 67% True False 39,347
20 0.9195 0.9035 0.0160 1.8% 0.0045 0.5% 41% False False 43,936
40 0.9195 0.8845 0.0350 3.8% 0.0053 0.6% 73% False False 47,734
60 0.9195 0.8845 0.0350 3.8% 0.0055 0.6% 73% False False 32,444
80 0.9252 0.8845 0.0407 4.5% 0.0057 0.6% 63% False False 24,405
100 0.9423 0.8845 0.0578 6.4% 0.0056 0.6% 44% False False 19,565
120 0.9545 0.8845 0.0700 7.7% 0.0051 0.6% 37% False False 16,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9409
2.618 0.9303
1.618 0.9238
1.000 0.9198
0.618 0.9173
HIGH 0.9133
0.618 0.9108
0.500 0.9101
0.382 0.9093
LOW 0.9068
0.618 0.9028
1.000 0.9003
1.618 0.8963
2.618 0.8898
4.250 0.8792
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 0.9101 0.9101
PP 0.9101 0.9101
S1 0.9101 0.9101

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

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