CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 0.8746 0.8725 -0.0021 -0.2% 0.8830
High 0.8755 0.8813 0.0058 0.7% 0.8847
Low 0.8712 0.8710 -0.0002 0.0% 0.8693
Close 0.8725 0.8798 0.0073 0.8% 0.8798
Range 0.0043 0.0103 0.0060 139.5% 0.0154
ATR 0.0063 0.0066 0.0003 4.6% 0.0000
Volume 472 642 170 36.0% 3,386
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9083 0.9043 0.8855
R3 0.8980 0.8940 0.8826
R2 0.8877 0.8877 0.8817
R1 0.8837 0.8837 0.8807 0.8857
PP 0.8774 0.8774 0.8774 0.8784
S1 0.8734 0.8734 0.8789 0.8754
S2 0.8671 0.8671 0.8779
S3 0.8568 0.8631 0.8770
S4 0.8465 0.8528 0.8741
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9241 0.9174 0.8883
R3 0.9087 0.9020 0.8840
R2 0.8933 0.8933 0.8826
R1 0.8866 0.8866 0.8812 0.8823
PP 0.8779 0.8779 0.8779 0.8758
S1 0.8712 0.8712 0.8784 0.8669
S2 0.8625 0.8625 0.8770
S3 0.8471 0.8558 0.8756
S4 0.8317 0.8404 0.8713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8847 0.8693 0.0154 1.8% 0.0073 0.8% 68% False False 677
10 0.8955 0.8693 0.0262 3.0% 0.0068 0.8% 40% False False 473
20 0.8955 0.8693 0.0262 3.0% 0.0065 0.7% 40% False False 348
40 0.9145 0.8693 0.0452 5.1% 0.0066 0.7% 23% False False 410
60 0.9205 0.8693 0.0512 5.8% 0.0054 0.6% 21% False False 318
80 0.9270 0.8693 0.0577 6.6% 0.0043 0.5% 18% False False 248
100 0.9356 0.8693 0.0663 7.5% 0.0037 0.4% 16% False False 202
120 0.9356 0.8693 0.0663 7.5% 0.0032 0.4% 16% False False 175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9251
2.618 0.9083
1.618 0.8980
1.000 0.8916
0.618 0.8877
HIGH 0.8813
0.618 0.8774
0.500 0.8762
0.382 0.8749
LOW 0.8710
0.618 0.8646
1.000 0.8607
1.618 0.8543
2.618 0.8440
4.250 0.8272
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 0.8786 0.8783
PP 0.8774 0.8768
S1 0.8762 0.8753

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

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