CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 0.9188 0.9202 0.0014 0.2% 0.9170
High 0.9208 0.9262 0.0054 0.6% 0.9262
Low 0.9188 0.9198 0.0010 0.1% 0.9110
Close 0.9198 0.9260 0.0062 0.7% 0.9260
Range 0.0020 0.0064 0.0044 220.0% 0.0152
ATR 0.0033 0.0035 0.0002 6.9% 0.0000
Volume 635 217 -418 -65.8% 1,627
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9432 0.9410 0.9295
R3 0.9368 0.9346 0.9278
R2 0.9304 0.9304 0.9272
R1 0.9282 0.9282 0.9266 0.9293
PP 0.9240 0.9240 0.9240 0.9246
S1 0.9218 0.9218 0.9254 0.9229
S2 0.9176 0.9176 0.9248
S3 0.9112 0.9154 0.9242
S4 0.9048 0.9090 0.9225
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9667 0.9615 0.9344
R3 0.9515 0.9463 0.9302
R2 0.9363 0.9363 0.9288
R1 0.9311 0.9311 0.9274 0.9337
PP 0.9211 0.9211 0.9211 0.9224
S1 0.9159 0.9159 0.9246 0.9185
S2 0.9059 0.9059 0.9232
S3 0.8907 0.9007 0.9218
S4 0.8755 0.8855 0.9176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9262 0.9110 0.0152 1.6% 0.0040 0.4% 99% True False 325
10 0.9262 0.9107 0.0155 1.7% 0.0031 0.3% 99% True False 270
20 0.9262 0.9085 0.0177 1.9% 0.0029 0.3% 99% True False 198
40 0.9262 0.9006 0.0256 2.8% 0.0025 0.3% 99% True False 132
60 0.9262 0.8964 0.0298 3.2% 0.0026 0.3% 99% True False 102
80 0.9262 0.8831 0.0431 4.7% 0.0029 0.3% 100% True False 92
100 0.9262 0.8831 0.0431 4.7% 0.0032 0.3% 100% True False 83
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9534
2.618 0.9430
1.618 0.9366
1.000 0.9326
0.618 0.9302
HIGH 0.9262
0.618 0.9238
0.500 0.9230
0.382 0.9222
LOW 0.9198
0.618 0.9158
1.000 0.9134
1.618 0.9094
2.618 0.9030
4.250 0.8926
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 0.9250 0.9235
PP 0.9240 0.9211
S1 0.9230 0.9186

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

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