CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 0.9160 0.9150 -0.0010 -0.1% 0.9108
High 0.9160 0.9158 -0.0002 0.0% 0.9160
Low 0.9151 0.9144 -0.0007 -0.1% 0.9102
Close 0.9151 0.9152 0.0001 0.0% 0.9152
Range 0.0009 0.0014 0.0005 55.6% 0.0058
ATR 0.0022 0.0021 -0.0001 -2.5% 0.0000
Volume 14 53 39 278.6% 147
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9193 0.9187 0.9160
R3 0.9179 0.9173 0.9156
R2 0.9165 0.9165 0.9155
R1 0.9159 0.9159 0.9153 0.9162
PP 0.9151 0.9151 0.9151 0.9153
S1 0.9145 0.9145 0.9151 0.9148
S2 0.9137 0.9137 0.9149
S3 0.9123 0.9131 0.9148
S4 0.9109 0.9117 0.9144
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9312 0.9290 0.9184
R3 0.9254 0.9232 0.9168
R2 0.9196 0.9196 0.9163
R1 0.9174 0.9174 0.9157 0.9185
PP 0.9138 0.9138 0.9138 0.9144
S1 0.9116 0.9116 0.9147 0.9127
S2 0.9080 0.9080 0.9141
S3 0.9022 0.9058 0.9136
S4 0.8964 0.9000 0.9120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9160 0.9102 0.0058 0.6% 0.0006 0.1% 86% False False 29
10 0.9160 0.9081 0.0079 0.9% 0.0007 0.1% 90% False False 26
20 0.9170 0.9081 0.0089 1.0% 0.0007 0.1% 80% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9218
2.618 0.9195
1.618 0.9181
1.000 0.9172
0.618 0.9167
HIGH 0.9158
0.618 0.9153
0.500 0.9151
0.382 0.9149
LOW 0.9144
0.618 0.9135
1.000 0.9130
1.618 0.9121
2.618 0.9107
4.250 0.9085
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 0.9152 0.9151
PP 0.9151 0.9150
S1 0.9151 0.9150

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

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