CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 0.9300 0.9272 -0.0028 -0.3% 0.9311
High 0.9300 0.9278 -0.0022 -0.2% 0.9337
Low 0.9260 0.9272 0.0012 0.1% 0.9260
Close 0.9260 0.9278 0.0018 0.2% 0.9260
Range 0.0040 0.0006 -0.0034 -85.0% 0.0077
ATR 0.0026 0.0025 -0.0001 -2.2% 0.0000
Volume 19 61 42 221.1% 248
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9294 0.9292 0.9281
R3 0.9288 0.9286 0.9280
R2 0.9282 0.9282 0.9279
R1 0.9280 0.9280 0.9279 0.9281
PP 0.9276 0.9276 0.9276 0.9277
S1 0.9274 0.9274 0.9277 0.9275
S2 0.9270 0.9270 0.9277
S3 0.9264 0.9268 0.9276
S4 0.9258 0.9262 0.9275
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9517 0.9465 0.9302
R3 0.9440 0.9388 0.9281
R2 0.9363 0.9363 0.9274
R1 0.9311 0.9311 0.9267 0.9299
PP 0.9286 0.9286 0.9286 0.9279
S1 0.9234 0.9234 0.9253 0.9222
S2 0.9209 0.9209 0.9246
S3 0.9132 0.9157 0.9239
S4 0.9055 0.9080 0.9218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9337 0.9260 0.0077 0.8% 0.0013 0.1% 23% False False 55
10 0.9356 0.9260 0.0096 1.0% 0.0011 0.1% 19% False False 35
20 0.9356 0.9140 0.0216 2.3% 0.0011 0.1% 64% False False 42
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 72% False False 31
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9304
2.618 0.9294
1.618 0.9288
1.000 0.9284
0.618 0.9282
HIGH 0.9278
0.618 0.9276
0.500 0.9275
0.382 0.9274
LOW 0.9272
0.618 0.9268
1.000 0.9266
1.618 0.9262
2.618 0.9256
4.250 0.9247
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 0.9277 0.9296
PP 0.9276 0.9290
S1 0.9275 0.9284

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

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