CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	0.8909	0.8905	-0.0004	0.0%	0.8883
High	0.8921	0.8908	-0.0013	-0.1%	0.8955
Low	0.8888	0.8798	-0.0090	-1.0%	0.8798
Close	0.8903	0.8839	-0.0064	-0.7%	0.8839
Range	0.0033	0.0110	0.0077	233.3%	0.0157
ATR	0.0058	0.0062	0.0004	6.3%	0.0000
Volume	773	136	-637	-82.4%	1,347

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9178	0.9119	0.8900
R3	0.9068	0.9009	0.8869
R2	0.8958	0.8958	0.8859
R1	0.8899	0.8899	0.8849	0.8874
PP	0.8848	0.8848	0.8848	0.8836
S1	0.8789	0.8789	0.8829	0.8764
S2	0.8738	0.8738	0.8819
S3	0.8628	0.8679	0.8809
S4	0.8518	0.8569	0.8779

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9335	0.9244	0.8925
R3	0.9178	0.9087	0.8882
R2	0.9021	0.9021	0.8868
R1	0.8930	0.8930	0.8853	0.8897
PP	0.8864	0.8864	0.8864	0.8848
S1	0.8773	0.8773	0.8825	0.8740
S2	0.8707	0.8707	0.8810
S3	0.8550	0.8616	0.8796
S4	0.8393	0.8459	0.8753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8955	0.8798	0.0157	1.8%	0.0062	0.7%	26%	False	True	269
10	0.8955	0.8798	0.0157	1.8%	0.0055	0.6%	26%	False	True	220
20	0.8987	0.8750	0.0237	2.7%	0.0066	0.7%	38%	False	False	251
40	0.9145	0.8750	0.0395	4.5%	0.0063	0.7%	23%	False	False	367
60	0.9205	0.8750	0.0455	5.1%	0.0049	0.6%	20%	False	False	265
80	0.9300	0.8750	0.0550	6.2%	0.0039	0.4%	16%	False	False	206
100	0.9356	0.8750	0.0606	6.9%	0.0034	0.4%	15%	False	False	173
120	0.9356	0.8750	0.0606	6.9%	0.0029	0.3%	15%	False	False	147

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	0.0012
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9376
2.618	0.9196
1.618	0.9086
1.000	0.9018
0.618	0.8976
HIGH	0.8908
0.618	0.8866
0.500	0.8853
0.382	0.8840
LOW	0.8798
0.618	0.8730
1.000	0.8688
1.618	0.8620
2.618	0.8510
4.250	0.8331

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	0.8853	0.8877
PP	0.8848	0.8864
S1	0.8844	0.8852

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols