CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 0.8763 0.8831 0.0068 0.8% 0.8805
High 0.8851 0.8850 -0.0001 0.0% 0.8851
Low 0.8753 0.8806 0.0053 0.6% 0.8745
Close 0.8837 0.8817 -0.0020 -0.2% 0.8837
Range 0.0098 0.0044 -0.0054 -55.1% 0.0106
ATR 0.0067 0.0065 -0.0002 -2.5% 0.0000
Volume 453 1,136 683 150.8% 3,495
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8956 0.8931 0.8841
R3 0.8912 0.8887 0.8829
R2 0.8868 0.8868 0.8825
R1 0.8843 0.8843 0.8821 0.8834
PP 0.8824 0.8824 0.8824 0.8820
S1 0.8799 0.8799 0.8813 0.8790
S2 0.8780 0.8780 0.8809
S3 0.8736 0.8755 0.8805
S4 0.8692 0.8711 0.8793
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% 0.0065 0.7% 68% False False 701
10 0.8851 0.8693 0.0158 1.8% 0.0067 0.8% 78% False False 761
20 0.8955 0.8693 0.0262 3.0% 0.0064 0.7% 47% False False 504
40 0.9061 0.8693 0.0368 4.2% 0.0065 0.7% 34% False False 459
60 0.9205 0.8693 0.0512 5.8% 0.0059 0.7% 24% False False 389
80 0.9205 0.8693 0.0512 5.8% 0.0047 0.5% 24% False False 301
100 0.9356 0.8693 0.0663 7.5% 0.0040 0.5% 19% False False 248
120 0.9356 0.8693 0.0663 7.5% 0.0035 0.4% 19% False False 213
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9037
2.618 0.8965
1.618 0.8921
1.000 0.8894
0.618 0.8877
HIGH 0.8850
0.618 0.8833
0.500 0.8828
0.382 0.8823
LOW 0.8806
0.618 0.8779
1.000 0.8762
1.618 0.8735
2.618 0.8691
4.250 0.8619
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 0.8828 0.8812
PP 0.8824 0.8807
S1 0.8821 0.8802

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

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