CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 0.9254 0.9263 0.0009 0.1% 0.9272
High 0.9255 0.9264 0.0009 0.1% 0.9278
Low 0.9251 0.9260 0.0009 0.1% 0.9237
Close 0.9251 0.9264 0.0013 0.1% 0.9264
Range 0.0004 0.0004 0.0000 0.0% 0.0041
ATR 0.0024 0.0024 -0.0001 -3.3% 0.0000
Volume 4 190 186 4,650.0% 264
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9275 0.9273 0.9266
R3 0.9271 0.9269 0.9265
R2 0.9267 0.9267 0.9265
R1 0.9265 0.9265 0.9264 0.9266
PP 0.9263 0.9263 0.9263 0.9263
S1 0.9261 0.9261 0.9264 0.9262
S2 0.9259 0.9259 0.9263
S3 0.9255 0.9257 0.9263
S4 0.9251 0.9253 0.9262
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9383 0.9364 0.9287
R3 0.9342 0.9323 0.9275
R2 0.9301 0.9301 0.9272
R1 0.9282 0.9282 0.9268 0.9271
PP 0.9260 0.9260 0.9260 0.9254
S1 0.9241 0.9241 0.9260 0.9230
S2 0.9219 0.9219 0.9256
S3 0.9178 0.9200 0.9253
S4 0.9137 0.9159 0.9241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9278 0.9237 0.0041 0.4% 0.0007 0.1% 66% False False 52
10 0.9337 0.9237 0.0100 1.1% 0.0009 0.1% 27% False False 51
20 0.9356 0.9182 0.0174 1.9% 0.0012 0.1% 47% False False 30
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 67% False False 35
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9281
2.618 0.9274
1.618 0.9270
1.000 0.9268
0.618 0.9266
HIGH 0.9264
0.618 0.9262
0.500 0.9262
0.382 0.9262
LOW 0.9260
0.618 0.9258
1.000 0.9256
1.618 0.9254
2.618 0.9250
4.250 0.9243
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 0.9263 0.9261
PP 0.9263 0.9257
S1 0.9262 0.9254

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

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