CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 0.9263 0.9261 -0.0002 0.0% 0.9272
High 0.9264 0.9261 -0.0003 0.0% 0.9278
Low 0.9260 0.9261 0.0001 0.0% 0.9237
Close 0.9264 0.9261 -0.0003 0.0% 0.9264
Range 0.0004 0.0000 -0.0004 -100.0% 0.0041
ATR 0.0024 0.0022 -0.0001 -6.2% 0.0000
Volume 190 47 -143 -75.3% 264
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9261 0.9261 0.9261
R3 0.9261 0.9261 0.9261
R2 0.9261 0.9261 0.9261
R1 0.9261 0.9261 0.9261 0.9261
PP 0.9261 0.9261 0.9261 0.9261
S1 0.9261 0.9261 0.9261 0.9261
S2 0.9261 0.9261 0.9261
S3 0.9261 0.9261 0.9261
S4 0.9261 0.9261 0.9261
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 0.9264 0.9237 0.0027 0.3% 0.0006 0.1% 89% False False 50
10 0.9337 0.9237 0.0100 1.1% 0.0009 0.1% 24% False False 52
20 0.9356 0.9237 0.0119 1.3% 0.0009 0.1% 20% False False 32
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 65% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9261
2.618 0.9261
1.618 0.9261
1.000 0.9261
0.618 0.9261
HIGH 0.9261
0.618 0.9261
0.500 0.9261
0.382 0.9261
LOW 0.9261
0.618 0.9261
1.000 0.9261
1.618 0.9261
2.618 0.9261
4.250 0.9261
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 0.9261 0.9260
PP 0.9261 0.9259
S1 0.9261 0.9258

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

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