CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 0.9201 0.9162 -0.0039 -0.4% 0.9261
High 0.9204 0.9162 -0.0042 -0.5% 0.9270
Low 0.9201 0.9162 -0.0039 -0.4% 0.9195
Close 0.9204 0.9162 -0.0042 -0.5% 0.9195
Range 0.0003 0.0000 -0.0003 -100.0% 0.0075
ATR 0.0021 0.0023 0.0001 7.1% 0.0000
Volume 71 2 -69 -97.2% 145
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9162 0.9162 0.9162
R3 0.9162 0.9162 0.9162
R2 0.9162 0.9162 0.9162
R1 0.9162 0.9162 0.9162 0.9162
PP 0.9162 0.9162 0.9162 0.9162
S1 0.9162 0.9162 0.9162 0.9162
S2 0.9162 0.9162 0.9162
S3 0.9162 0.9162 0.9162
S4 0.9162 0.9162 0.9162
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9445 0.9395 0.9236
R3 0.9370 0.9320 0.9216
R2 0.9295 0.9295 0.9209
R1 0.9245 0.9245 0.9202 0.9233
PP 0.9220 0.9220 0.9220 0.9214
S1 0.9170 0.9170 0.9188 0.9158
S2 0.9145 0.9145 0.9181
S3 0.9070 0.9095 0.9174
S4 0.8995 0.9020 0.9154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9270 0.9162 0.0108 1.2% 0.0011 0.1% 0% False True 24
10 0.9270 0.9162 0.0108 1.2% 0.0008 0.1% 0% False True 41
20 0.9356 0.9162 0.0194 2.1% 0.0010 0.1% 0% False True 38
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 29% False False 36
60 0.9356 0.9062 0.0294 3.2% 0.0009 0.1% 34% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9162
2.618 0.9162
1.618 0.9162
1.000 0.9162
0.618 0.9162
HIGH 0.9162
0.618 0.9162
0.500 0.9162
0.382 0.9162
LOW 0.9162
0.618 0.9162
1.000 0.9162
1.618 0.9162
2.618 0.9162
4.250 0.9162
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 0.9162 0.9196
PP 0.9162 0.9185
S1 0.9162 0.9173

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

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