CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 0.9106 0.9095 -0.0011 -0.1% 0.9117
High 0.9116 0.9095 -0.0021 -0.2% 0.9117
Low 0.9096 0.9060 -0.0036 -0.4% 0.9060
Close 0.9104 0.9067 -0.0037 -0.4% 0.9067
Range 0.0020 0.0035 0.0015 75.0% 0.0057
ATR 0.0025 0.0026 0.0001 5.5% 0.0000
Volume 72 127 55 76.4% 223
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9179 0.9158 0.9086
R3 0.9144 0.9123 0.9077
R2 0.9109 0.9109 0.9073
R1 0.9088 0.9088 0.9070 0.9081
PP 0.9074 0.9074 0.9074 0.9071
S1 0.9053 0.9053 0.9064 0.9046
S2 0.9039 0.9039 0.9061
S3 0.9004 0.9018 0.9057
S4 0.8969 0.8983 0.9048
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9252 0.9217 0.9098
R3 0.9195 0.9160 0.9083
R2 0.9138 0.9138 0.9077
R1 0.9103 0.9103 0.9072 0.9092
PP 0.9081 0.9081 0.9081 0.9076
S1 0.9046 0.9046 0.9062 0.9035
S2 0.9024 0.9024 0.9057
S3 0.8967 0.8989 0.9051
S4 0.8910 0.8932 0.9036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9117 0.9060 0.0057 0.6% 0.0018 0.2% 12% False True 44
10 0.9204 0.9060 0.0144 1.6% 0.0013 0.1% 5% False True 30
20 0.9278 0.9060 0.0218 2.4% 0.0011 0.1% 3% False True 35
40 0.9356 0.9060 0.0296 3.3% 0.0011 0.1% 2% False True 38
60 0.9356 0.9060 0.0296 3.3% 0.0010 0.1% 2% False True 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9244
2.618 0.9187
1.618 0.9152
1.000 0.9130
0.618 0.9117
HIGH 0.9095
0.618 0.9082
0.500 0.9078
0.382 0.9073
LOW 0.9060
0.618 0.9038
1.000 0.9025
1.618 0.9003
2.618 0.8968
4.250 0.8911
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 0.9078 0.9088
PP 0.9074 0.9081
S1 0.9071 0.9074

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

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