CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 0.9261 0.9262 0.0001 0.0% 0.9272
High 0.9261 0.9262 0.0001 0.0% 0.9278
Low 0.9261 0.9262 0.0001 0.0% 0.9237
Close 0.9261 0.9262 0.0001 0.0% 0.9264
Range
ATR 0.0022 0.0021 -0.0002 -6.8% 0.0000
Volume 47 47 0 0.0% 264
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9262 0.9262 0.9262
R3 0.9262 0.9262 0.9262
R2 0.9262 0.9262 0.9262
R1 0.9262 0.9262 0.9262 0.9262
PP 0.9262 0.9262 0.9262 0.9262
S1 0.9262 0.9262 0.9262 0.9262
S2 0.9262 0.9262 0.9262
S3 0.9262 0.9262 0.9262
S4 0.9262 0.9262 0.9262
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9383 0.9364 0.9287
R3 0.9342 0.9323 0.9275
R2 0.9301 0.9301 0.9272
R1 0.9282 0.9282 0.9268 0.9271
PP 0.9260 0.9260 0.9260 0.9254
S1 0.9241 0.9241 0.9260 0.9230
S2 0.9219 0.9219 0.9256
S3 0.9178 0.9200 0.9253
S4 0.9137 0.9159 0.9241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9264 0.9244 0.0020 0.2% 0.0004 0.0% 90% False False 58
10 0.9337 0.9237 0.0100 1.1% 0.0009 0.1% 25% False False 54
20 0.9356 0.9237 0.0119 1.3% 0.0009 0.1% 21% False False 34
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 66% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.9262
2.618 0.9262
1.618 0.9262
1.000 0.9262
0.618 0.9262
HIGH 0.9262
0.618 0.9262
0.500 0.9262
0.382 0.9262
LOW 0.9262
0.618 0.9262
1.000 0.9262
1.618 0.9262
2.618 0.9262
4.250 0.9262
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 0.9262 0.9262
PP 0.9262 0.9262
S1 0.9262 0.9262

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

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