CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 0.9244 0.9244 0.0000 0.0% 0.9311
High 0.9244 0.9257 0.0013 0.1% 0.9337
Low 0.9237 0.9244 0.0007 0.1% 0.9260
Close 0.9237 0.9252 0.0015 0.2% 0.9260
Range 0.0007 0.0013 0.0006 85.7% 0.0077
ATR 0.0027 0.0026 0.0000 -1.8% 0.0000
Volume 6 3 -3 -50.0% 248
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9290 0.9284 0.9259
R3 0.9277 0.9271 0.9256
R2 0.9264 0.9264 0.9254
R1 0.9258 0.9258 0.9253 0.9261
PP 0.9251 0.9251 0.9251 0.9253
S1 0.9245 0.9245 0.9251 0.9248
S2 0.9238 0.9238 0.9250
S3 0.9225 0.9232 0.9248
S4 0.9212 0.9219 0.9245
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 0.9331 0.9237 0.0094 1.0% 0.0013 0.1% 16% False False 21
10 0.9356 0.9237 0.0119 1.3% 0.0013 0.1% 13% False False 33
20 0.9356 0.9140 0.0216 2.3% 0.0012 0.1% 52% False False 21
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 62% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9312
2.618 0.9291
1.618 0.9278
1.000 0.9270
0.618 0.9265
HIGH 0.9257
0.618 0.9252
0.500 0.9251
0.382 0.9249
LOW 0.9244
0.618 0.9236
1.000 0.9231
1.618 0.9223
2.618 0.9210
4.250 0.9189
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 0.9252 0.9258
PP 0.9251 0.9256
S1 0.9251 0.9254

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

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