CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 0.9272 0.9244 -0.0028 -0.3% 0.9311
High 0.9278 0.9244 -0.0034 -0.4% 0.9337
Low 0.9272 0.9237 -0.0035 -0.4% 0.9260
Close 0.9278 0.9237 -0.0041 -0.4% 0.9260
Range 0.0006 0.0007 0.0001 16.7% 0.0077
ATR 0.0025 0.0027 0.0001 4.4% 0.0000
Volume 61 6 -55 -90.2% 248
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9260 0.9256 0.9241
R3 0.9253 0.9249 0.9239
R2 0.9246 0.9246 0.9238
R1 0.9242 0.9242 0.9238 0.9241
PP 0.9239 0.9239 0.9239 0.9239
S1 0.9235 0.9235 0.9236 0.9234
S2 0.9232 0.9232 0.9236
S3 0.9225 0.9228 0.9235
S4 0.9218 0.9221 0.9233
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 0.9237 0.0100 1.1% 0.0013 0.1% 0% False True 49
10 0.9356 0.9237 0.0119 1.3% 0.0012 0.1% 0% False True 34
20 0.9356 0.9140 0.0216 2.3% 0.0012 0.1% 45% False False 31
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 57% False False 31
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9274
2.618 0.9262
1.618 0.9255
1.000 0.9251
0.618 0.9248
HIGH 0.9244
0.618 0.9241
0.500 0.9241
0.382 0.9240
LOW 0.9237
0.618 0.9233
1.000 0.9230
1.618 0.9226
2.618 0.9219
4.250 0.9207
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 0.9241 0.9269
PP 0.9239 0.9258
S1 0.9238 0.9248

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

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