CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 0.9153 0.9140 -0.0013 -0.1% 0.9108
High 0.9153 0.9140 -0.0013 -0.1% 0.9160
Low 0.9142 0.9140 -0.0002 0.0% 0.9102
Close 0.9142 0.9140 -0.0002 0.0% 0.9152
Range 0.0011 0.0000 -0.0011 -100.0% 0.0058
ATR 0.0019 0.0018 -0.0001 -6.4% 0.0000
Volume 213 1 -212 -99.5% 147
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9140 0.9140 0.9140
R3 0.9140 0.9140 0.9140
R2 0.9140 0.9140 0.9140
R1 0.9140 0.9140 0.9140 0.9140
PP 0.9140 0.9140 0.9140 0.9140
S1 0.9140 0.9140 0.9140 0.9140
S2 0.9140 0.9140 0.9140
S3 0.9140 0.9140 0.9140
S4 0.9140 0.9140 0.9140
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 0.9140 0.0020 0.2% 0.0007 0.1% 0% False True 98
10 0.9160 0.9082 0.0078 0.9% 0.0005 0.1% 74% False False 58
20 0.9170 0.9081 0.0089 1.0% 0.0007 0.1% 66% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9140
2.618 0.9140
1.618 0.9140
1.000 0.9140
0.618 0.9140
HIGH 0.9140
0.618 0.9140
0.500 0.9140
0.382 0.9140
LOW 0.9140
0.618 0.9140
1.000 0.9140
1.618 0.9140
2.618 0.9140
4.250 0.9140
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 0.9140 0.9148
PP 0.9140 0.9145
S1 0.9140 0.9143

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

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