CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 0.9125 0.9131 0.0006 0.1% 0.9104
High 0.9128 0.9137 0.0009 0.1% 0.9137
Low 0.9121 0.9125 0.0004 0.0% 0.9097
Close 0.9122 0.9134 0.0012 0.1% 0.9134
Range 0.0007 0.0012 0.0005 71.4% 0.0040
ATR 0.0025 0.0024 -0.0001 -2.9% 0.0000
Volume 56 17 -39 -69.6% 128
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9168 0.9163 0.9141
R3 0.9156 0.9151 0.9137
R2 0.9144 0.9144 0.9136
R1 0.9139 0.9139 0.9135 0.9142
PP 0.9132 0.9132 0.9132 0.9133
S1 0.9127 0.9127 0.9133 0.9130
S2 0.9120 0.9120 0.9132
S3 0.9108 0.9115 0.9131
S4 0.9096 0.9103 0.9127
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9243 0.9228 0.9156
R3 0.9203 0.9188 0.9145
R2 0.9163 0.9163 0.9141
R1 0.9148 0.9148 0.9138 0.9156
PP 0.9123 0.9123 0.9123 0.9126
S1 0.9108 0.9108 0.9130 0.9116
S2 0.9083 0.9083 0.9127
S3 0.9043 0.9068 0.9123
S4 0.9003 0.9028 0.9112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9137 0.9097 0.0040 0.4% 0.0011 0.1% 93% True False 25
10 0.9137 0.9060 0.0077 0.8% 0.0015 0.2% 96% True False 35
20 0.9270 0.9060 0.0210 2.3% 0.0012 0.1% 35% False False 28
40 0.9356 0.9060 0.0296 3.2% 0.0012 0.1% 25% False False 29
60 0.9356 0.9060 0.0296 3.2% 0.0010 0.1% 25% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9188
2.618 0.9168
1.618 0.9156
1.000 0.9149
0.618 0.9144
HIGH 0.9137
0.618 0.9132
0.500 0.9131
0.382 0.9130
LOW 0.9125
0.618 0.9118
1.000 0.9113
1.618 0.9106
2.618 0.9094
4.250 0.9074
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 0.9133 0.9129
PP 0.9132 0.9124
S1 0.9131 0.9119

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

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