CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 0.9331 0.9300 -0.0031 -0.3% 0.9311
High 0.9331 0.9300 -0.0031 -0.3% 0.9337
Low 0.9331 0.9260 -0.0071 -0.8% 0.9260
Close 0.9331 0.9260 -0.0071 -0.8% 0.9260
Range 0.0000 0.0040 0.0040 0.0077
ATR 0.0022 0.0026 0.0003 15.4% 0.0000
Volume 19 19 0 0.0% 248
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9393 0.9367 0.9282
R3 0.9353 0.9327 0.9271
R2 0.9313 0.9313 0.9267
R1 0.9287 0.9287 0.9264 0.9280
PP 0.9273 0.9273 0.9273 0.9270
S1 0.9247 0.9247 0.9256 0.9240
S2 0.9233 0.9233 0.9253
S3 0.9193 0.9207 0.9249
S4 0.9153 0.9167 0.9238
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9517 0.9465 0.9302
R3 0.9440 0.9388 0.9281
R2 0.9363 0.9363 0.9274
R1 0.9311 0.9311 0.9267 0.9299
PP 0.9286 0.9286 0.9286 0.9279
S1 0.9234 0.9234 0.9253 0.9222
S2 0.9209 0.9209 0.9246
S3 0.9132 0.9157 0.9239
S4 0.9055 0.9080 0.9218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9337 0.9260 0.0077 0.8% 0.0012 0.1% 0% False True 49
10 0.9356 0.9260 0.0096 1.0% 0.0012 0.1% 0% False True 31
20 0.9356 0.9140 0.0216 2.3% 0.0012 0.1% 56% False False 41
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 65% False False 30
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9470
2.618 0.9405
1.618 0.9365
1.000 0.9340
0.618 0.9325
HIGH 0.9300
0.618 0.9285
0.500 0.9280
0.382 0.9275
LOW 0.9260
0.618 0.9235
1.000 0.9220
1.618 0.9195
2.618 0.9155
4.250 0.9090
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 0.9280 0.9299
PP 0.9273 0.9286
S1 0.9267 0.9273

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

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