CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 0.9270 0.9230 -0.0040 -0.4% 0.9261
High 0.9270 0.9230 -0.0040 -0.4% 0.9270
Low 0.9253 0.9195 -0.0058 -0.6% 0.9195
Close 0.9253 0.9195 -0.0058 -0.6% 0.9195
Range 0.0017 0.0035 0.0018 105.9% 0.0075
ATR 0.0019 0.0022 0.0003 14.4% 0.0000
Volume 35 12 -23 -65.7% 145
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9312 0.9288 0.9214
R3 0.9277 0.9253 0.9205
R2 0.9242 0.9242 0.9201
R1 0.9218 0.9218 0.9198 0.9213
PP 0.9207 0.9207 0.9207 0.9204
S1 0.9183 0.9183 0.9192 0.9178
S2 0.9172 0.9172 0.9189
S3 0.9137 0.9148 0.9185
S4 0.9102 0.9113 0.9176
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9445 0.9395 0.9236
R3 0.9370 0.9320 0.9216
R2 0.9295 0.9295 0.9209
R1 0.9245 0.9245 0.9202 0.9233
PP 0.9220 0.9220 0.9220 0.9214
S1 0.9170 0.9170 0.9188 0.9158
S2 0.9145 0.9145 0.9181
S3 0.9070 0.9095 0.9174
S4 0.8995 0.9020 0.9154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9270 0.9195 0.0075 0.8% 0.0010 0.1% 0% False True 29
10 0.9278 0.9195 0.0083 0.9% 0.0009 0.1% 0% False True 40
20 0.9356 0.9195 0.0161 1.8% 0.0010 0.1% 0% False True 36
40 0.9356 0.9081 0.0275 3.0% 0.0010 0.1% 41% False False 36
60 0.9356 0.9041 0.0315 3.4% 0.0009 0.1% 49% False False 27
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 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9379
2.618 0.9322
1.618 0.9287
1.000 0.9265
0.618 0.9252
HIGH 0.9230
0.618 0.9217
0.500 0.9213
0.382 0.9208
LOW 0.9195
0.618 0.9173
1.000 0.9160
1.618 0.9138
2.618 0.9103
4.250 0.9046
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 0.9213 0.9233
PP 0.9207 0.9220
S1 0.9201 0.9208

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

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