CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 0.9325 0.9317 -0.0008 -0.1% 0.9266
High 0.9325 0.9356 0.0031 0.3% 0.9322
Low 0.9316 0.9317 0.0001 0.0% 0.9250
Close 0.9316 0.9356 0.0040 0.4% 0.9322
Range 0.0009 0.0039 0.0030 333.3% 0.0072
ATR 0.0022 0.0023 0.0001 5.8% 0.0000
Volume 13 8 -5 -38.5% 48
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9460 0.9447 0.9377
R3 0.9421 0.9408 0.9367
R2 0.9382 0.9382 0.9363
R1 0.9369 0.9369 0.9360 0.9376
PP 0.9343 0.9343 0.9343 0.9346
S1 0.9330 0.9330 0.9352 0.9337
S2 0.9304 0.9304 0.9349
S3 0.9265 0.9291 0.9345
S4 0.9226 0.9252 0.9335
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9514 0.9490 0.9362
R3 0.9442 0.9418 0.9342
R2 0.9370 0.9370 0.9335
R1 0.9346 0.9346 0.9329 0.9358
PP 0.9298 0.9298 0.9298 0.9304
S1 0.9274 0.9274 0.9315 0.9286
S2 0.9226 0.9226 0.9309
S3 0.9154 0.9202 0.9302
S4 0.9082 0.9130 0.9282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9356 0.9307 0.0049 0.5% 0.0013 0.1% 100% True False 14
10 0.9356 0.9182 0.0174 1.9% 0.0015 0.2% 100% True False 10
20 0.9356 0.9086 0.0270 2.9% 0.0010 0.1% 100% True False 34
40 0.9356 0.9081 0.0275 2.9% 0.0009 0.1% 100% True False 25
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 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9522
2.618 0.9458
1.618 0.9419
1.000 0.9395
0.618 0.9380
HIGH 0.9356
0.618 0.9341
0.500 0.9337
0.382 0.9332
LOW 0.9317
0.618 0.9293
1.000 0.9278
1.618 0.9254
2.618 0.9215
4.250 0.9151
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 0.9350 0.9349
PP 0.9343 0.9343
S1 0.9337 0.9336

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

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