CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 0.9127 0.9118 -0.0009 -0.1% 0.9091
High 0.9127 0.9118 -0.0009 -0.1% 0.9127
Low 0.9115 0.9118 0.0003 0.0% 0.9085
Close 0.9115 0.9118 0.0003 0.0% 0.9115
Range 0.0012 0.0000 -0.0012 -100.0% 0.0042
ATR
Volume 1 10 9 900.0% 15
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9118 0.9118 0.9118
R3 0.9118 0.9118 0.9118
R2 0.9118 0.9118 0.9118
R1 0.9118 0.9118 0.9118 0.9118
PP 0.9118 0.9118 0.9118 0.9118
S1 0.9118 0.9118 0.9118 0.9118
S2 0.9118 0.9118 0.9118
S3 0.9118 0.9118 0.9118
S4 0.9118 0.9118 0.9118
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9235 0.9217 0.9138
R3 0.9193 0.9175 0.9127
R2 0.9151 0.9151 0.9123
R1 0.9133 0.9133 0.9119 0.9142
PP 0.9109 0.9109 0.9109 0.9114
S1 0.9091 0.9091 0.9111 0.9100
S2 0.9067 0.9067 0.9107
S3 0.9025 0.9049 0.9103
S4 0.8983 0.9007 0.9092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9127 0.9088 0.0039 0.4% 0.0004 0.0% 77% False False 3
10 0.9127 0.9040 0.0087 1.0% 0.0007 0.1% 90% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9118
2.618 0.9118
1.618 0.9118
1.000 0.9118
0.618 0.9118
HIGH 0.9118
0.618 0.9118
0.500 0.9118
0.382 0.9118
LOW 0.9118
0.618 0.9118
1.000 0.9118
1.618 0.9118
2.618 0.9118
4.250 0.9118
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 0.9118 0.9117
PP 0.9118 0.9116
S1 0.9118 0.9115

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

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