CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 0.9342 0.9335 -0.0007 -0.1% 0.9259
High 0.9350 0.9368 0.0018 0.2% 0.9342
Low 0.9312 0.9335 0.0023 0.2% 0.9259
Close 0.9338 0.9364 0.0026 0.3% 0.9342
Range 0.0038 0.0033 -0.0005 -13.2% 0.0083
ATR 0.0033 0.0033 0.0000 -0.1% 0.0000
Volume 277 326 49 17.7% 1,358
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9455 0.9442 0.9382
R3 0.9422 0.9409 0.9373
R2 0.9389 0.9389 0.9370
R1 0.9376 0.9376 0.9367 0.9383
PP 0.9356 0.9356 0.9356 0.9359
S1 0.9343 0.9343 0.9361 0.9350
S2 0.9323 0.9323 0.9358
S3 0.9290 0.9310 0.9355
S4 0.9257 0.9277 0.9346
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9563 0.9536 0.9388
R3 0.9480 0.9453 0.9365
R2 0.9397 0.9397 0.9357
R1 0.9370 0.9370 0.9350 0.9384
PP 0.9314 0.9314 0.9314 0.9321
S1 0.9287 0.9287 0.9334 0.9301
S2 0.9231 0.9231 0.9327
S3 0.9148 0.9204 0.9319
S4 0.9065 0.9121 0.9296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9368 0.9278 0.0090 1.0% 0.0030 0.3% 96% True False 242
10 0.9368 0.9110 0.0258 2.8% 0.0036 0.4% 98% True False 289
20 0.9368 0.9085 0.0283 3.0% 0.0029 0.3% 99% True False 245
40 0.9368 0.9085 0.0283 3.0% 0.0028 0.3% 99% True False 171
60 0.9368 0.8999 0.0369 3.9% 0.0025 0.3% 99% True False 128
80 0.9368 0.8831 0.0537 5.7% 0.0028 0.3% 99% True False 111
100 0.9368 0.8831 0.0537 5.7% 0.0031 0.3% 99% True False 99
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9508
2.618 0.9454
1.618 0.9421
1.000 0.9401
0.618 0.9388
HIGH 0.9368
0.618 0.9355
0.500 0.9352
0.382 0.9348
LOW 0.9335
0.618 0.9315
1.000 0.9302
1.618 0.9282
2.618 0.9249
4.250 0.9195
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 0.9360 0.9356
PP 0.9356 0.9348
S1 0.9352 0.9340

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

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