CME Canadian Dollar Future March 2015


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 0.9162 0.9170 0.0008 0.1% 0.9154
High 0.9162 0.9170 0.0008 0.1% 0.9170
Low 0.9160 0.9128 -0.0032 -0.3% 0.9125
Close 0.9160 0.9158 -0.0002 0.0% 0.9158
Range 0.0002 0.0042 0.0040 2,000.0% 0.0045
ATR 0.0023 0.0024 0.0001 5.9% 0.0000
Volume 60 4 -56 -93.3% 83
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9278 0.9260 0.9181
R3 0.9236 0.9218 0.9170
R2 0.9194 0.9194 0.9166
R1 0.9176 0.9176 0.9162 0.9164
PP 0.9152 0.9152 0.9152 0.9146
S1 0.9134 0.9134 0.9154 0.9122
S2 0.9110 0.9110 0.9150
S3 0.9068 0.9092 0.9146
S4 0.9026 0.9050 0.9135
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9286 0.9267 0.9183
R3 0.9241 0.9222 0.9170
R2 0.9196 0.9196 0.9166
R1 0.9177 0.9177 0.9162 0.9187
PP 0.9151 0.9151 0.9151 0.9156
S1 0.9132 0.9132 0.9154 0.9142
S2 0.9106 0.9106 0.9150
S3 0.9061 0.9087 0.9146
S4 0.9016 0.9042 0.9133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9170 0.9125 0.0045 0.5% 0.0011 0.1% 73% True False 20
10 0.9170 0.9095 0.0075 0.8% 0.0007 0.1% 84% True False 14
20 0.9173 0.9041 0.0132 1.4% 0.0007 0.1% 89% False False 10
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 0.0000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9349
2.618 0.9280
1.618 0.9238
1.000 0.9212
0.618 0.9196
HIGH 0.9170
0.618 0.9154
0.500 0.9149
0.382 0.9144
LOW 0.9128
0.618 0.9102
1.000 0.9086
1.618 0.9060
2.618 0.9018
4.250 0.8950
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 0.9155 0.9155
PP 0.9152 0.9151
S1 0.9149 0.9148

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

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