CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 0.9282 0.9307 0.0025 0.3% 0.9266
High 0.9299 0.9322 0.0023 0.2% 0.9322
Low 0.9282 0.9307 0.0025 0.3% 0.9250
Close 0.9299 0.9322 0.0023 0.2% 0.9322
Range 0.0017 0.0015 -0.0002 -11.8% 0.0072
ATR 0.0022 0.0023 0.0000 0.2% 0.0000
Volume 1 23 22 2,200.0% 48
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9362 0.9357 0.9330
R3 0.9347 0.9342 0.9326
R2 0.9332 0.9332 0.9325
R1 0.9327 0.9327 0.9323 0.9330
PP 0.9317 0.9317 0.9317 0.9318
S1 0.9312 0.9312 0.9321 0.9315
S2 0.9302 0.9302 0.9319
S3 0.9287 0.9297 0.9318
S4 0.9272 0.9282 0.9314
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9514 0.9490 0.9362
R3 0.9442 0.9418 0.9342
R2 0.9370 0.9370 0.9335
R1 0.9346 0.9346 0.9329 0.9358
PP 0.9298 0.9298 0.9298 0.9304
S1 0.9274 0.9274 0.9315 0.9286
S2 0.9226 0.9226 0.9309
S3 0.9154 0.9202 0.9302
S4 0.9082 0.9130 0.9282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9322 0.9250 0.0072 0.8% 0.0009 0.1% 100% True False 9
10 0.9322 0.9140 0.0182 2.0% 0.0011 0.1% 100% True False 48
20 0.9322 0.9081 0.0241 2.6% 0.0009 0.1% 100% True False 37
40 0.9322 0.9041 0.0281 3.0% 0.0008 0.1% 100% True False 24
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9386
2.618 0.9361
1.618 0.9346
1.000 0.9337
0.618 0.9331
HIGH 0.9322
0.618 0.9316
0.500 0.9315
0.382 0.9313
LOW 0.9307
0.618 0.9298
1.000 0.9292
1.618 0.9283
2.618 0.9268
4.250 0.9243
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 0.9320 0.9312
PP 0.9317 0.9303
S1 0.9315 0.9293

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

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