CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 0.9264 0.9282 0.0018 0.2% 0.9155
High 0.9264 0.9299 0.0035 0.4% 0.9240
Low 0.9264 0.9282 0.0018 0.2% 0.9140
Close 0.9264 0.9299 0.0035 0.4% 0.9240
Range 0.0000 0.0017 0.0017 0.0100
ATR 0.0022 0.0022 0.0001 4.5% 0.0000
Volume 1 1 0 0.0% 441
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9344 0.9339 0.9308
R3 0.9327 0.9322 0.9304
R2 0.9310 0.9310 0.9302
R1 0.9305 0.9305 0.9301 0.9308
PP 0.9293 0.9293 0.9293 0.9295
S1 0.9288 0.9288 0.9297 0.9291
S2 0.9276 0.9276 0.9296
S3 0.9259 0.9271 0.9294
S4 0.9242 0.9254 0.9290
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 0.9299 0.9182 0.0117 1.3% 0.0018 0.2% 100% True False 6
10 0.9299 0.9140 0.0159 1.7% 0.0011 0.1% 100% True False 51
20 0.9299 0.9081 0.0218 2.3% 0.0010 0.1% 100% True False 36
40 0.9299 0.9041 0.0258 2.8% 0.0008 0.1% 100% True False 23
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9371
2.618 0.9344
1.618 0.9327
1.000 0.9316
0.618 0.9310
HIGH 0.9299
0.618 0.9293
0.500 0.9291
0.382 0.9288
LOW 0.9282
0.618 0.9271
1.000 0.9265
1.618 0.9254
2.618 0.9237
4.250 0.9210
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 0.9296 0.9291
PP 0.9293 0.9283
S1 0.9291 0.9275

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

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