CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 0.9178 0.9182 0.0004 0.0% 0.9155
High 0.9178 0.9240 0.0062 0.7% 0.9240
Low 0.9178 0.9182 0.0004 0.0% 0.9140
Close 0.9178 0.9240 0.0062 0.7% 0.9240
Range 0.0000 0.0058 0.0058 0.0100
ATR 0.0020 0.0023 0.0003 15.6% 0.0000
Volume 7 7 0 0.0% 441
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9395 0.9375 0.9272
R3 0.9337 0.9317 0.9256
R2 0.9279 0.9279 0.9251
R1 0.9259 0.9259 0.9245 0.9269
PP 0.9221 0.9221 0.9221 0.9226
S1 0.9201 0.9201 0.9235 0.9211
S2 0.9163 0.9163 0.9229
S3 0.9105 0.9143 0.9224
S4 0.9047 0.9085 0.9208
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9507 0.9473 0.9295
R3 0.9407 0.9373 0.9268
R2 0.9307 0.9307 0.9258
R1 0.9273 0.9273 0.9249 0.9290
PP 0.9207 0.9207 0.9207 0.9215
S1 0.9173 0.9173 0.9231 0.9190
S2 0.9107 0.9107 0.9222
S3 0.9007 0.9073 0.9213
S4 0.8907 0.8973 0.9185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9240 0.9140 0.0100 1.1% 0.0014 0.1% 100% True False 88
10 0.9240 0.9102 0.0138 1.5% 0.0010 0.1% 100% True False 58
20 0.9240 0.9081 0.0159 1.7% 0.0009 0.1% 100% True False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.9487
2.618 0.9392
1.618 0.9334
1.000 0.9298
0.618 0.9276
HIGH 0.9240
0.618 0.9218
0.500 0.9211
0.382 0.9204
LOW 0.9182
0.618 0.9146
1.000 0.9124
1.618 0.9088
2.618 0.9030
4.250 0.8936
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 0.9230 0.9223
PP 0.9221 0.9207
S1 0.9211 0.9190

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

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