CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 0.9182 0.9266 0.0084 0.9% 0.9155
High 0.9240 0.9266 0.0026 0.3% 0.9240
Low 0.9182 0.9256 0.0074 0.8% 0.9140
Close 0.9240 0.9263 0.0023 0.2% 0.9240
Range 0.0058 0.0010 -0.0048 -82.8% 0.0100
ATR 0.0023 0.0023 0.0000 1.1% 0.0000
Volume 7 11 4 57.1% 441
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9287 0.9269
R3 0.9282 0.9277 0.9266
R2 0.9272 0.9272 0.9265
R1 0.9267 0.9267 0.9264 0.9265
PP 0.9262 0.9262 0.9262 0.9260
S1 0.9257 0.9257 0.9262 0.9255
S2 0.9252 0.9252 0.9261
S3 0.9242 0.9247 0.9260
S4 0.9232 0.9237 0.9258
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9507 0.9473 0.9295
R3 0.9407 0.9373 0.9268
R2 0.9307 0.9307 0.9258
R1 0.9273 0.9273 0.9249 0.9290
PP 0.9207 0.9207 0.9207 0.9215
S1 0.9173 0.9173 0.9231 0.9190
S2 0.9107 0.9107 0.9222
S3 0.9007 0.9073 0.9213
S4 0.8907 0.8973 0.9185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9266 0.9140 0.0126 1.4% 0.0016 0.2% 98% True False 47
10 0.9266 0.9105 0.0161 1.7% 0.0010 0.1% 98% True False 59
20 0.9266 0.9081 0.0185 2.0% 0.0010 0.1% 98% True False 40
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 False
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 0.9309
2.618 0.9292
1.618 0.9282
1.000 0.9276
0.618 0.9272
HIGH 0.9266
0.618 0.9262
0.500 0.9261
0.382 0.9260
LOW 0.9256
0.618 0.9250
1.000 0.9246
1.618 0.9240
2.618 0.9230
4.250 0.9214
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 0.9262 0.9249
PP 0.9262 0.9236
S1 0.9261 0.9222

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

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