CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 0.9097 0.9106 0.0009 0.1% 0.9201
High 0.9109 0.9116 0.0007 0.1% 0.9204
Low 0.9097 0.9096 -0.0001 0.0% 0.9109
Close 0.9109 0.9104 -0.0005 -0.1% 0.9109
Range 0.0012 0.0020 0.0008 66.7% 0.0095
ATR 0.0025 0.0025 0.0000 -1.5% 0.0000
Volume 22 72 50 227.3% 78
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9165 0.9155 0.9115
R3 0.9145 0.9135 0.9110
R2 0.9125 0.9125 0.9108
R1 0.9115 0.9115 0.9106 0.9110
PP 0.9105 0.9105 0.9105 0.9103
S1 0.9095 0.9095 0.9102 0.9090
S2 0.9085 0.9085 0.9100
S3 0.9065 0.9075 0.9099
S4 0.9045 0.9055 0.9093
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9426 0.9362 0.9161
R3 0.9331 0.9267 0.9135
R2 0.9236 0.9236 0.9126
R1 0.9172 0.9172 0.9118 0.9157
PP 0.9141 0.9141 0.9141 0.9133
S1 0.9077 0.9077 0.9100 0.9062
S2 0.9046 0.9046 0.9092
S3 0.8951 0.8982 0.9083
S4 0.8856 0.8887 0.9057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9117 0.9069 0.0048 0.5% 0.0012 0.1% 73% False False 19
10 0.9230 0.9069 0.0161 1.8% 0.0013 0.1% 22% False False 18
20 0.9300 0.9069 0.0231 2.5% 0.0011 0.1% 15% False False 30
40 0.9356 0.9069 0.0287 3.2% 0.0011 0.1% 12% False False 35
60 0.9356 0.9069 0.0287 3.2% 0.0009 0.1% 12% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9201
2.618 0.9168
1.618 0.9148
1.000 0.9136
0.618 0.9128
HIGH 0.9116
0.618 0.9108
0.500 0.9106
0.382 0.9104
LOW 0.9096
0.618 0.9084
1.000 0.9076
1.618 0.9064
2.618 0.9044
4.250 0.9011
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 0.9106 0.9100
PP 0.9105 0.9096
S1 0.9105 0.9093

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

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