CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 0.9105 0.9139 0.0034 0.4% 0.9117
High 0.9105 0.9139 0.0034 0.4% 0.9117
Low 0.9105 0.9139 0.0034 0.4% 0.9081
Close 0.9105 0.9139 0.0034 0.4% 0.9086
Range
ATR 0.0021 0.0022 0.0001 4.6% 0.0000
Volume 70 5 -65 -92.9% 119
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9139 0.9139 0.9139
R3 0.9139 0.9139 0.9139
R2 0.9139 0.9139 0.9139
R1 0.9139 0.9139 0.9139 0.9139
PP 0.9139 0.9139 0.9139 0.9139
S1 0.9139 0.9139 0.9139 0.9139
S2 0.9139 0.9139 0.9139
S3 0.9139 0.9139 0.9139
S4 0.9139 0.9139 0.9139
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 0.9139 0.9082 0.0057 0.6% 0.0003 0.0% 100% True False 18
10 0.9170 0.9081 0.0089 1.0% 0.0009 0.1% 65% False False 26
20 0.9170 0.9081 0.0089 1.0% 0.0006 0.1% 65% False False 18
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9139
2.618 0.9139
1.618 0.9139
1.000 0.9139
0.618 0.9139
HIGH 0.9139
0.618 0.9139
0.500 0.9139
0.382 0.9139
LOW 0.9139
0.618 0.9139
1.000 0.9139
1.618 0.9139
2.618 0.9139
4.250 0.9139
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 0.9139 0.9133
PP 0.9139 0.9127
S1 0.9139 0.9121

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

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