CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 0.9108 0.9105 -0.0003 0.0% 0.9117
High 0.9109 0.9105 -0.0004 0.0% 0.9117
Low 0.9102 0.9105 0.0003 0.0% 0.9081
Close 0.9102 0.9105 0.0003 0.0% 0.9086
Range 0.0007 0.0000 -0.0007 -100.0% 0.0036
ATR 0.0022 0.0021 -0.0001 -6.2% 0.0000
Volume 5 70 65 1,300.0% 119
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9105 0.9105 0.9105
R3 0.9105 0.9105 0.9105
R2 0.9105 0.9105 0.9105
R1 0.9105 0.9105 0.9105 0.9105
PP 0.9105 0.9105 0.9105 0.9105
S1 0.9105 0.9105 0.9105 0.9105
S2 0.9105 0.9105 0.9105
S3 0.9105 0.9105 0.9105
S4 0.9105 0.9105 0.9105
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9203 0.9180 0.9106
R3 0.9167 0.9144 0.9096
R2 0.9131 0.9131 0.9093
R1 0.9108 0.9108 0.9089 0.9102
PP 0.9095 0.9095 0.9095 0.9091
S1 0.9072 0.9072 0.9083 0.9066
S2 0.9059 0.9059 0.9079
S3 0.9023 0.9036 0.9076
S4 0.8987 0.9000 0.9066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9109 0.9081 0.0028 0.3% 0.0007 0.1% 86% False False 18
10 0.9170 0.9081 0.0089 1.0% 0.0009 0.1% 27% False False 25
20 0.9170 0.9081 0.0089 1.0% 0.0006 0.1% 27% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9105
2.618 0.9105
1.618 0.9105
1.000 0.9105
0.618 0.9105
HIGH 0.9105
0.618 0.9105
0.500 0.9105
0.382 0.9105
LOW 0.9105
0.618 0.9105
1.000 0.9105
1.618 0.9105
2.618 0.9105
4.250 0.9105
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 0.9105 0.9103
PP 0.9105 0.9100
S1 0.9105 0.9098

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

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