CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 0.9086 0.9108 0.0022 0.2% 0.9117
High 0.9086 0.9109 0.0023 0.3% 0.9117
Low 0.9086 0.9102 0.0016 0.2% 0.9081
Close 0.9086 0.9102 0.0016 0.2% 0.9086
Range 0.0000 0.0007 0.0007 0.0036
ATR 0.0022 0.0022 0.0000 0.3% 0.0000
Volume 5 5 0 0.0% 119
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9125 0.9121 0.9106
R3 0.9118 0.9114 0.9104
R2 0.9111 0.9111 0.9103
R1 0.9107 0.9107 0.9103 0.9106
PP 0.9104 0.9104 0.9104 0.9104
S1 0.9100 0.9100 0.9101 0.9099
S2 0.9097 0.9097 0.9101
S3 0.9090 0.9093 0.9100
S4 0.9083 0.9086 0.9098
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9203 0.9180 0.9106
R3 0.9167 0.9144 0.9096
R2 0.9131 0.9131 0.9093
R1 0.9108 0.9108 0.9089 0.9102
PP 0.9095 0.9095 0.9095 0.9091
S1 0.9072 0.9072 0.9083 0.9066
S2 0.9059 0.9059 0.9079
S3 0.9023 0.9036 0.9076
S4 0.8987 0.9000 0.9066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9109 0.9081 0.0028 0.3% 0.0007 0.1% 75% True False 9
10 0.9170 0.9081 0.0089 1.0% 0.0010 0.1% 24% False False 20
20 0.9170 0.9081 0.0089 1.0% 0.0006 0.1% 24% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9139
2.618 0.9127
1.618 0.9120
1.000 0.9116
0.618 0.9113
HIGH 0.9109
0.618 0.9106
0.500 0.9106
0.382 0.9105
LOW 0.9102
0.618 0.9098
1.000 0.9095
1.618 0.9091
2.618 0.9084
4.250 0.9072
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 0.9106 0.9100
PP 0.9104 0.9098
S1 0.9103 0.9096

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

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