CME Canadian Dollar Future June 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 0.9191 0.9223 0.0032 0.3% 0.9195
High 0.9234 0.9237 0.0003 0.0% 0.9237
Low 0.9185 0.9181 -0.0004 0.0% 0.9181
Close 0.9221 0.9219 -0.0002 0.0% 0.9219
Range 0.0049 0.0056 0.0007 14.3% 0.0056
ATR 0.0042 0.0043 0.0001 2.4% 0.0000
Volume 47,219 55,213 7,994 16.9% 181,512
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9356 0.9250
R3 0.9324 0.9300 0.9234
R2 0.9268 0.9268 0.9229
R1 0.9244 0.9244 0.9224 0.9228
PP 0.9212 0.9212 0.9212 0.9205
S1 0.9188 0.9188 0.9214 0.9172
S2 0.9156 0.9156 0.9209
S3 0.9100 0.9132 0.9204
S4 0.9044 0.9076 0.9188
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9356 0.9250
R3 0.9324 0.9300 0.9234
R2 0.9268 0.9268 0.9229
R1 0.9244 0.9244 0.9224 0.9256
PP 0.9212 0.9212 0.9212 0.9219
S1 0.9188 0.9188 0.9214 0.9200
S2 0.9156 0.9156 0.9209
S3 0.9100 0.9132 0.9204
S4 0.9044 0.9076 0.9188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9237 0.9162 0.0075 0.8% 0.0043 0.5% 76% True False 43,989
10 0.9237 0.9133 0.0104 1.1% 0.0038 0.4% 83% True False 40,266
20 0.9240 0.9068 0.0172 1.9% 0.0044 0.5% 88% False False 43,351
40 0.9240 0.9035 0.0205 2.2% 0.0044 0.5% 90% False False 43,070
60 0.9240 0.8845 0.0395 4.3% 0.0050 0.5% 95% False False 45,517
80 0.9240 0.8845 0.0395 4.3% 0.0052 0.6% 95% False False 34,430
100 0.9342 0.8845 0.0497 5.4% 0.0054 0.6% 75% False False 27,601
120 0.9423 0.8845 0.0578 6.3% 0.0054 0.6% 65% False False 23,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9475
2.618 0.9384
1.618 0.9328
1.000 0.9293
0.618 0.9272
HIGH 0.9237
0.618 0.9216
0.500 0.9209
0.382 0.9202
LOW 0.9181
0.618 0.9146
1.000 0.9125
1.618 0.9090
2.618 0.9034
4.250 0.8943
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 0.9216 0.9216
PP 0.9212 0.9212
S1 0.9209 0.9209

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

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