CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 0.9265 0.9270 0.0005 0.1% 0.9272
High 0.9265 0.9270 0.0005 0.1% 0.9278
Low 0.9265 0.9253 -0.0012 -0.1% 0.9237
Close 0.9265 0.9253 -0.0012 -0.1% 0.9264
Range 0.0000 0.0017 0.0017 0.0041
ATR 0.0019 0.0019 0.0000 -0.9% 0.0000
Volume 4 35 31 775.0% 264
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9310 0.9298 0.9262
R3 0.9293 0.9281 0.9258
R2 0.9276 0.9276 0.9256
R1 0.9264 0.9264 0.9255 0.9262
PP 0.9259 0.9259 0.9259 0.9257
S1 0.9247 0.9247 0.9251 0.9245
S2 0.9242 0.9242 0.9250
S3 0.9225 0.9230 0.9248
S4 0.9208 0.9213 0.9244
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 0.9270 0.9253 0.0017 0.2% 0.0004 0.0% 0% True True 64
10 0.9300 0.9237 0.0063 0.7% 0.0009 0.1% 25% False False 41
20 0.9356 0.9237 0.0119 1.3% 0.0009 0.1% 13% False False 35
40 0.9356 0.9081 0.0275 3.0% 0.0010 0.1% 63% False False 37
60 0.9356 0.9041 0.0315 3.4% 0.0008 0.1% 67% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9342
2.618 0.9315
1.618 0.9298
1.000 0.9287
0.618 0.9281
HIGH 0.9270
0.618 0.9264
0.500 0.9262
0.382 0.9259
LOW 0.9253
0.618 0.9242
1.000 0.9236
1.618 0.9225
2.618 0.9208
4.250 0.9181
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 0.9262 0.9262
PP 0.9259 0.9259
S1 0.9256 0.9256

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

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