CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 0.8883 0.8857 -0.0026 -0.3% 0.8827
High 0.8883 0.8923 0.0040 0.5% 0.8906
Low 0.8854 0.8856 0.0002 0.0% 0.8815
Close 0.8867 0.8906 0.0039 0.4% 0.8872
Range 0.0029 0.0067 0.0038 131.0% 0.0091
ATR 0.0059 0.0059 0.0001 1.0% 0.0000
Volume 224 71 -153 -68.3% 861
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9096 0.9068 0.8943
R3 0.9029 0.9001 0.8924
R2 0.8962 0.8962 0.8918
R1 0.8934 0.8934 0.8912 0.8948
PP 0.8895 0.8895 0.8895 0.8902
S1 0.8867 0.8867 0.8900 0.8881
S2 0.8828 0.8828 0.8894
S3 0.8761 0.8800 0.8888
S4 0.8694 0.8733 0.8869
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9137 0.9096 0.8922
R3 0.9046 0.9005 0.8897
R2 0.8955 0.8955 0.8889
R1 0.8914 0.8914 0.8880 0.8935
PP 0.8864 0.8864 0.8864 0.8875
S1 0.8823 0.8823 0.8864 0.8844
S2 0.8773 0.8773 0.8855
S3 0.8682 0.8732 0.8847
S4 0.8591 0.8641 0.8822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8923 0.8815 0.0108 1.2% 0.0050 0.6% 84% True False 176
10 0.8923 0.8750 0.0173 1.9% 0.0060 0.7% 90% True False 199
20 0.8995 0.8750 0.0245 2.8% 0.0066 0.7% 64% False False 393
40 0.9187 0.8750 0.0437 4.9% 0.0060 0.7% 36% False False 347
60 0.9205 0.8750 0.0455 5.1% 0.0046 0.5% 34% False False 249
80 0.9337 0.8750 0.0587 6.6% 0.0037 0.4% 27% False False 196
100 0.9356 0.8750 0.0606 6.8% 0.0031 0.4% 26% False False 164
120 0.9356 0.8750 0.0606 6.8% 0.0028 0.3% 26% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9208
2.618 0.9098
1.618 0.9031
1.000 0.8990
0.618 0.8964
HIGH 0.8923
0.618 0.8897
0.500 0.8890
0.382 0.8882
LOW 0.8856
0.618 0.8815
1.000 0.8789
1.618 0.8748
2.618 0.8681
4.250 0.8571
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 0.8901 0.8900
PP 0.8895 0.8894
S1 0.8890 0.8889

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

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