CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 0.9150 0.9155 0.0005 0.1% 0.9108
High 0.9158 0.9155 -0.0003 0.0% 0.9160
Low 0.9144 0.9155 0.0011 0.1% 0.9102
Close 0.9152 0.9155 0.0003 0.0% 0.9152
Range 0.0014 0.0000 -0.0014 -100.0% 0.0058
ATR 0.0021 0.0020 -0.0001 -6.1% 0.0000
Volume 53 213 160 301.9% 147
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9155 0.9155 0.9155
R3 0.9155 0.9155 0.9155
R2 0.9155 0.9155 0.9155
R1 0.9155 0.9155 0.9155 0.9155
PP 0.9155 0.9155 0.9155 0.9155
S1 0.9155 0.9155 0.9155 0.9155
S2 0.9155 0.9155 0.9155
S3 0.9155 0.9155 0.9155
S4 0.9155 0.9155 0.9155
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9312 0.9290 0.9184
R3 0.9254 0.9232 0.9168
R2 0.9196 0.9196 0.9163
R1 0.9174 0.9174 0.9157 0.9185
PP 0.9138 0.9138 0.9138 0.9144
S1 0.9116 0.9116 0.9147 0.9127
S2 0.9080 0.9080 0.9141
S3 0.9022 0.9058 0.9136
S4 0.8964 0.9000 0.9120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9160 0.9105 0.0055 0.6% 0.0005 0.1% 91% False False 71
10 0.9160 0.9081 0.0079 0.9% 0.0006 0.1% 94% False False 40
20 0.9170 0.9081 0.0089 1.0% 0.0007 0.1% 83% False False 30
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9155
2.618 0.9155
1.618 0.9155
1.000 0.9155
0.618 0.9155
HIGH 0.9155
0.618 0.9155
0.500 0.9155
0.382 0.9155
LOW 0.9155
0.618 0.9155
1.000 0.9155
1.618 0.9155
2.618 0.9155
4.250 0.9155
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 0.9155 0.9154
PP 0.9155 0.9153
S1 0.9155 0.9152

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

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