CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 0.9313 0.9328 0.0015 0.2% 0.9317
High 0.9317 0.9337 0.0020 0.2% 0.9356
Low 0.9311 0.9325 0.0014 0.2% 0.9316
Close 0.9311 0.9337 0.0026 0.3% 0.9356
Range 0.0006 0.0012 0.0006 100.0% 0.0040
ATR 0.0024 0.0024 0.0000 0.7% 0.0000
Volume 33 144 111 336.4% 47
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9369 0.9365 0.9344
R3 0.9357 0.9353 0.9340
R2 0.9345 0.9345 0.9339
R1 0.9341 0.9341 0.9338 0.9343
PP 0.9333 0.9333 0.9333 0.9334
S1 0.9329 0.9329 0.9336 0.9331
S2 0.9321 0.9321 0.9335
S3 0.9309 0.9317 0.9334
S4 0.9297 0.9305 0.9330
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9463 0.9449 0.9378
R3 0.9423 0.9409 0.9367
R2 0.9383 0.9383 0.9363
R1 0.9369 0.9369 0.9360 0.9376
PP 0.9343 0.9343 0.9343 0.9346
S1 0.9329 0.9329 0.9352 0.9336
S2 0.9303 0.9303 0.9349
S3 0.9263 0.9289 0.9345
S4 0.9223 0.9249 0.9334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9356 0.9311 0.0045 0.5% 0.0013 0.1% 58% False False 46
10 0.9356 0.9264 0.0092 1.0% 0.0010 0.1% 79% False False 28
20 0.9356 0.9139 0.0217 2.3% 0.0010 0.1% 91% False False 40
40 0.9356 0.9081 0.0275 2.9% 0.0008 0.1% 93% False False 29
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9388
2.618 0.9368
1.618 0.9356
1.000 0.9349
0.618 0.9344
HIGH 0.9337
0.618 0.9332
0.500 0.9331
0.382 0.9330
LOW 0.9325
0.618 0.9318
1.000 0.9313
1.618 0.9306
2.618 0.9294
4.250 0.9274
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 0.9335 0.9333
PP 0.9333 0.9328
S1 0.9331 0.9324

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

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