CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 0.8808 0.8763 -0.0045 -0.5% 0.8805
High 0.8816 0.8851 0.0035 0.4% 0.8851
Low 0.8754 0.8753 -0.0001 0.0% 0.8745
Close 0.8773 0.8837 0.0064 0.7% 0.8837
Range 0.0062 0.0098 0.0036 58.1% 0.0106
ATR 0.0065 0.0067 0.0002 3.7% 0.0000
Volume 724 453 -271 -37.4% 3,495
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9108 0.9070 0.8891
R3 0.9010 0.8972 0.8864
R2 0.8912 0.8912 0.8855
R1 0.8874 0.8874 0.8846 0.8893
PP 0.8814 0.8814 0.8814 0.8823
S1 0.8776 0.8776 0.8828 0.8795
S2 0.8716 0.8716 0.8819
S3 0.8618 0.8678 0.8810
S4 0.8520 0.8580 0.8783
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9129 0.9089 0.8895
R3 0.9023 0.8983 0.8866
R2 0.8917 0.8917 0.8856
R1 0.8877 0.8877 0.8847 0.8897
PP 0.8811 0.8811 0.8811 0.8821
S1 0.8771 0.8771 0.8827 0.8791
S2 0.8705 0.8705 0.8818
S3 0.8599 0.8665 0.8808
S4 0.8493 0.8559 0.8779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8851 0.8745 0.0106 1.2% 0.0069 0.8% 87% True False 699
10 0.8851 0.8693 0.0158 1.8% 0.0071 0.8% 91% True False 688
20 0.8955 0.8693 0.0262 3.0% 0.0063 0.7% 55% False False 454
40 0.9113 0.8693 0.0420 4.8% 0.0066 0.8% 34% False False 440
60 0.9205 0.8693 0.0512 5.8% 0.0058 0.7% 28% False False 371
80 0.9230 0.8693 0.0537 6.1% 0.0047 0.5% 27% False False 287
100 0.9356 0.8693 0.0663 7.5% 0.0040 0.4% 22% False False 237
120 0.9356 0.8693 0.0663 7.5% 0.0035 0.4% 22% False False 204
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 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9268
2.618 0.9108
1.618 0.9010
1.000 0.8949
0.618 0.8912
HIGH 0.8851
0.618 0.8814
0.500 0.8802
0.382 0.8790
LOW 0.8753
0.618 0.8692
1.000 0.8655
1.618 0.8594
2.618 0.8496
4.250 0.8337
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 0.8825 0.8825
PP 0.8814 0.8814
S1 0.8802 0.8802

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

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