CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 0.9230 0.9201 -0.0029 -0.3% 0.9261
High 0.9230 0.9204 -0.0026 -0.3% 0.9270
Low 0.9195 0.9201 0.0006 0.1% 0.9195
Close 0.9195 0.9204 0.0009 0.1% 0.9195
Range 0.0035 0.0003 -0.0032 -91.4% 0.0075
ATR 0.0022 0.0021 -0.0001 -4.2% 0.0000
Volume 12 71 59 491.7% 145
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9212 0.9211 0.9206
R3 0.9209 0.9208 0.9205
R2 0.9206 0.9206 0.9205
R1 0.9205 0.9205 0.9204 0.9206
PP 0.9203 0.9203 0.9203 0.9203
S1 0.9202 0.9202 0.9204 0.9203
S2 0.9200 0.9200 0.9203
S3 0.9197 0.9199 0.9203
S4 0.9194 0.9196 0.9202
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% 0.0011 0.1% 12% False False 33
10 0.9270 0.9195 0.0075 0.8% 0.0008 0.1% 12% False False 41
20 0.9356 0.9195 0.0161 1.7% 0.0010 0.1% 6% False False 38
40 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 45% False False 38
60 0.9356 0.9041 0.0315 3.4% 0.0009 0.1% 52% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9217
2.618 0.9212
1.618 0.9209
1.000 0.9207
0.618 0.9206
HIGH 0.9204
0.618 0.9203
0.500 0.9203
0.382 0.9202
LOW 0.9201
0.618 0.9199
1.000 0.9198
1.618 0.9196
2.618 0.9193
4.250 0.9188
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 0.9204 0.9233
PP 0.9203 0.9223
S1 0.9203 0.9214

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

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