CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 0.9117 0.9101 -0.0016 -0.2% 0.9154
High 0.9117 0.9102 -0.0015 -0.2% 0.9170
Low 0.9110 0.9101 -0.0009 -0.1% 0.9125
Close 0.9110 0.9102 -0.0008 -0.1% 0.9158
Range 0.0007 0.0001 -0.0006 -85.7% 0.0045
ATR 0.0026 0.0025 -0.0001 -4.7% 0.0000
Volume 78 23 -55 -70.5% 83
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9105 0.9104 0.9103
R3 0.9104 0.9103 0.9102
R2 0.9103 0.9103 0.9102
R1 0.9102 0.9102 0.9102 0.9103
PP 0.9102 0.9102 0.9102 0.9102
S1 0.9101 0.9101 0.9102 0.9102
S2 0.9101 0.9101 0.9102
S3 0.9100 0.9100 0.9102
S4 0.9099 0.9099 0.9101
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 0.9101 0.0069 0.8% 0.0010 0.1% 1% False True 33
10 0.9170 0.9095 0.0075 0.8% 0.0008 0.1% 9% False False 23
20 0.9173 0.9095 0.0078 0.9% 0.0008 0.1% 9% False False 15
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9106
2.618 0.9105
1.618 0.9104
1.000 0.9103
0.618 0.9103
HIGH 0.9102
0.618 0.9102
0.500 0.9102
0.382 0.9101
LOW 0.9101
0.618 0.9100
1.000 0.9100
1.618 0.9099
2.618 0.9098
4.250 0.9097
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 0.9102 0.9136
PP 0.9102 0.9124
S1 0.9102 0.9113

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

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