CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 0.9155 0.9153 -0.0002 0.0% 0.9108
High 0.9155 0.9153 -0.0002 0.0% 0.9160
Low 0.9155 0.9142 -0.0013 -0.1% 0.9102
Close 0.9155 0.9142 -0.0013 -0.1% 0.9152
Range 0.0000 0.0011 0.0011 0.0058
ATR 0.0020 0.0019 0.0000 -2.5% 0.0000
Volume 213 213 0 0.0% 147
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9179 0.9171 0.9148
R3 0.9168 0.9160 0.9145
R2 0.9157 0.9157 0.9144
R1 0.9149 0.9149 0.9143 0.9148
PP 0.9146 0.9146 0.9146 0.9145
S1 0.9138 0.9138 0.9141 0.9137
S2 0.9135 0.9135 0.9140
S3 0.9124 0.9127 0.9139
S4 0.9113 0.9116 0.9136
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 0.9139 0.0021 0.2% 0.0007 0.1% 14% False False 99
10 0.9160 0.9081 0.0079 0.9% 0.0007 0.1% 77% False False 59
20 0.9170 0.9081 0.0089 1.0% 0.0007 0.1% 69% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9200
2.618 0.9182
1.618 0.9171
1.000 0.9164
0.618 0.9160
HIGH 0.9153
0.618 0.9149
0.500 0.9148
0.382 0.9146
LOW 0.9142
0.618 0.9135
1.000 0.9131
1.618 0.9124
2.618 0.9113
4.250 0.9095
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 0.9148 0.9150
PP 0.9146 0.9147
S1 0.9144 0.9145

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

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