CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 0.9244 0.9254 0.0010 0.1% 0.9311
High 0.9257 0.9255 -0.0002 0.0% 0.9337
Low 0.9244 0.9251 0.0007 0.1% 0.9260
Close 0.9252 0.9251 -0.0001 0.0% 0.9260
Range 0.0013 0.0004 -0.0009 -69.2% 0.0077
ATR 0.0026 0.0024 -0.0002 -6.0% 0.0000
Volume 3 4 1 33.3% 248
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9264 0.9262 0.9253
R3 0.9260 0.9258 0.9252
R2 0.9256 0.9256 0.9252
R1 0.9254 0.9254 0.9251 0.9253
PP 0.9252 0.9252 0.9252 0.9252
S1 0.9250 0.9250 0.9251 0.9249
S2 0.9248 0.9248 0.9250
S3 0.9244 0.9246 0.9250
S4 0.9240 0.9242 0.9249
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 0.9300 0.9237 0.0063 0.7% 0.0014 0.2% 22% False False 18
10 0.9356 0.9237 0.0119 1.3% 0.0013 0.1% 12% False False 33
20 0.9356 0.9178 0.0178 1.9% 0.0012 0.1% 41% False False 21
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 62% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9272
2.618 0.9265
1.618 0.9261
1.000 0.9259
0.618 0.9257
HIGH 0.9255
0.618 0.9253
0.500 0.9253
0.382 0.9253
LOW 0.9251
0.618 0.9249
1.000 0.9247
1.618 0.9245
2.618 0.9241
4.250 0.9234
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 0.9253 0.9250
PP 0.9252 0.9248
S1 0.9252 0.9247

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

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