CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 0.8814 0.8787 -0.0027 -0.3% 0.8805
High 0.8815 0.8830 0.0015 0.2% 0.8851
Low 0.8777 0.8771 -0.0006 -0.1% 0.8745
Close 0.8795 0.8823 0.0028 0.3% 0.8837
Range 0.0038 0.0059 0.0021 55.3% 0.0106
ATR 0.0063 0.0063 0.0000 -0.5% 0.0000
Volume 499 625 126 25.3% 3,495
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8985 0.8963 0.8855
R3 0.8926 0.8904 0.8839
R2 0.8867 0.8867 0.8834
R1 0.8845 0.8845 0.8828 0.8856
PP 0.8808 0.8808 0.8808 0.8814
S1 0.8786 0.8786 0.8818 0.8797
S2 0.8749 0.8749 0.8812
S3 0.8690 0.8727 0.8807
S4 0.8631 0.8668 0.8791
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 0.8855 0.8753 0.0102 1.2% 0.0057 0.7% 69% False False 683
10 0.8855 0.8710 0.0145 1.6% 0.0064 0.7% 78% False False 710
20 0.8955 0.8693 0.0262 3.0% 0.0062 0.7% 50% False False 565
40 0.8995 0.8693 0.0302 3.4% 0.0065 0.7% 43% False False 490
60 0.9205 0.8693 0.0512 5.8% 0.0060 0.7% 25% False False 417
80 0.9205 0.8693 0.0512 5.8% 0.0049 0.6% 25% False False 323
100 0.9356 0.8693 0.0663 7.5% 0.0041 0.5% 20% False False 266
120 0.9356 0.8693 0.0663 7.5% 0.0036 0.4% 20% False False 227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9081
2.618 0.8984
1.618 0.8925
1.000 0.8889
0.618 0.8866
HIGH 0.8830
0.618 0.8807
0.500 0.8801
0.382 0.8794
LOW 0.8771
0.618 0.8735
1.000 0.8712
1.618 0.8676
2.618 0.8617
4.250 0.8520
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 0.8816 0.8820
PP 0.8808 0.8816
S1 0.8801 0.8813

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

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