CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 0.9109 0.9107 -0.0002 0.0% 0.9140
High 0.9116 0.9129 0.0013 0.1% 0.9140
Low 0.9100 0.9107 0.0007 0.1% 0.9085
Close 0.9107 0.9122 0.0015 0.2% 0.9107
Range 0.0016 0.0022 0.0006 37.5% 0.0055
ATR 0.0032 0.0031 -0.0001 -2.2% 0.0000
Volume 48 43 -5 -10.4% 377
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9185 0.9176 0.9134
R3 0.9163 0.9154 0.9128
R2 0.9141 0.9141 0.9126
R1 0.9132 0.9132 0.9124 0.9137
PP 0.9119 0.9119 0.9119 0.9122
S1 0.9110 0.9110 0.9120 0.9115
S2 0.9097 0.9097 0.9118
S3 0.9075 0.9088 0.9116
S4 0.9053 0.9066 0.9110
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9276 0.9246 0.9137
R3 0.9221 0.9191 0.9122
R2 0.9166 0.9166 0.9117
R1 0.9136 0.9136 0.9112 0.9124
PP 0.9111 0.9111 0.9111 0.9104
S1 0.9081 0.9081 0.9102 0.9069
S2 0.9056 0.9056 0.9097
S3 0.9001 0.9026 0.9092
S4 0.8946 0.8971 0.9077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9130 0.9085 0.0045 0.5% 0.0021 0.2% 82% False False 79
10 0.9195 0.9085 0.0110 1.2% 0.0025 0.3% 34% False False 120
20 0.9195 0.9085 0.0110 1.2% 0.0022 0.2% 34% False False 102
40 0.9195 0.8999 0.0196 2.1% 0.0022 0.2% 63% False False 74
60 0.9195 0.8831 0.0364 4.0% 0.0027 0.3% 80% False False 68
80 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 80% False False 65
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9223
2.618 0.9187
1.618 0.9165
1.000 0.9151
0.618 0.9143
HIGH 0.9129
0.618 0.9121
0.500 0.9118
0.382 0.9115
LOW 0.9107
0.618 0.9093
1.000 0.9085
1.618 0.9071
2.618 0.9049
4.250 0.9014
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 0.9121 0.9117
PP 0.9119 0.9112
S1 0.9118 0.9107

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

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