CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 0.9136 0.9154 0.0018 0.2% 0.9135
High 0.9136 0.9154 0.0018 0.2% 0.9136
Low 0.9136 0.9145 0.0009 0.1% 0.9095
Close 0.9136 0.9145 0.0009 0.1% 0.9136
Range 0.0000 0.0009 0.0009 0.0041
ATR 0.0022 0.0022 0.0000 -1.4% 0.0000
Volume 18 18 0 0.0% 57
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 0.9175 0.9169 0.9150
R3 0.9166 0.9160 0.9147
R2 0.9157 0.9157 0.9147
R1 0.9151 0.9151 0.9146 0.9150
PP 0.9148 0.9148 0.9148 0.9147
S1 0.9142 0.9142 0.9144 0.9141
S2 0.9139 0.9139 0.9143
S3 0.9130 0.9133 0.9143
S4 0.9121 0.9124 0.9140
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9245 0.9232 0.9159
R3 0.9204 0.9191 0.9147
R2 0.9163 0.9163 0.9144
R1 0.9150 0.9150 0.9140 0.9157
PP 0.9122 0.9122 0.9122 0.9126
S1 0.9109 0.9109 0.9132 0.9116
S2 0.9081 0.9081 0.9128
S3 0.9040 0.9068 0.9125
S4 0.8999 0.9027 0.9113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9154 0.9095 0.0059 0.6% 0.0005 0.1% 85% True False 14
10 0.9154 0.9095 0.0059 0.6% 0.0004 0.0% 85% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9192
2.618 0.9178
1.618 0.9169
1.000 0.9163
0.618 0.9160
HIGH 0.9154
0.618 0.9151
0.500 0.9150
0.382 0.9148
LOW 0.9145
0.618 0.9139
1.000 0.9136
1.618 0.9130
2.618 0.9121
4.250 0.9107
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 0.9150 0.9140
PP 0.9148 0.9136
S1 0.9147 0.9131

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

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