CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 0.9262 0.9265 0.0003 0.0% 0.9272
High 0.9262 0.9265 0.0003 0.0% 0.9278
Low 0.9262 0.9265 0.0003 0.0% 0.9237
Close 0.9262 0.9265 0.0003 0.0% 0.9264
Range
ATR 0.0021 0.0019 -0.0001 -6.1% 0.0000
Volume 47 4 -43 -91.5% 264
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9265 0.9265 0.9265
R3 0.9265 0.9265 0.9265
R2 0.9265 0.9265 0.9265
R1 0.9265 0.9265 0.9265 0.9265
PP 0.9265 0.9265 0.9265 0.9265
S1 0.9265 0.9265 0.9265 0.9265
S2 0.9265 0.9265 0.9265
S3 0.9265 0.9265 0.9265
S4 0.9265 0.9265 0.9265
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 0.9265 0.9251 0.0014 0.2% 0.0002 0.0% 100% True False 58
10 0.9331 0.9237 0.0094 1.0% 0.0007 0.1% 30% False False 40
20 0.9356 0.9237 0.0119 1.3% 0.0009 0.1% 24% False False 34
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 67% False False 36
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 False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9265
2.618 0.9265
1.618 0.9265
1.000 0.9265
0.618 0.9265
HIGH 0.9265
0.618 0.9265
0.500 0.9265
0.382 0.9265
LOW 0.9265
0.618 0.9265
1.000 0.9265
1.618 0.9265
2.618 0.9265
4.250 0.9265
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 0.9265 0.9264
PP 0.9265 0.9264
S1 0.9265 0.9263

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

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