CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 0.9335 0.9364 0.0029 0.3% 0.9259
High 0.9368 0.9364 -0.0004 0.0% 0.9342
Low 0.9335 0.9333 -0.0002 0.0% 0.9259
Close 0.9364 0.9336 -0.0028 -0.3% 0.9342
Range 0.0033 0.0031 -0.0002 -6.1% 0.0083
ATR 0.0033 0.0033 0.0000 -0.5% 0.0000
Volume 326 56 -270 -82.8% 1,358
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9437 0.9418 0.9353
R3 0.9406 0.9387 0.9345
R2 0.9375 0.9375 0.9342
R1 0.9356 0.9356 0.9339 0.9350
PP 0.9344 0.9344 0.9344 0.9342
S1 0.9325 0.9325 0.9333 0.9319
S2 0.9313 0.9313 0.9330
S3 0.9282 0.9294 0.9327
S4 0.9251 0.9263 0.9319
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 0.9287 0.0081 0.9% 0.0033 0.4% 60% False False 211
10 0.9368 0.9188 0.0180 1.9% 0.0032 0.3% 82% False False 286
20 0.9368 0.9085 0.0283 3.0% 0.0029 0.3% 89% False False 245
40 0.9368 0.9085 0.0283 3.0% 0.0028 0.3% 89% False False 172
60 0.9368 0.8999 0.0369 4.0% 0.0025 0.3% 91% False False 129
80 0.9368 0.8831 0.0537 5.8% 0.0028 0.3% 94% False False 110
100 0.9368 0.8831 0.0537 5.8% 0.0030 0.3% 94% False 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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9496
2.618 0.9445
1.618 0.9414
1.000 0.9395
0.618 0.9383
HIGH 0.9364
0.618 0.9352
0.500 0.9349
0.382 0.9345
LOW 0.9333
0.618 0.9314
1.000 0.9302
1.618 0.9283
2.618 0.9252
4.250 0.9201
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 0.9349 0.9340
PP 0.9344 0.9339
S1 0.9340 0.9337

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

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