CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 0.9162 0.9112 -0.0050 -0.5% 0.9261
High 0.9162 0.9126 -0.0036 -0.4% 0.9270
Low 0.9162 0.9112 -0.0050 -0.5% 0.9195
Close 0.9162 0.9123 -0.0039 -0.4% 0.9195
Range 0.0000 0.0014 0.0014 0.0075
ATR 0.0023 0.0025 0.0002 8.7% 0.0000
Volume 2 2 0 0.0% 145
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9162 0.9157 0.9131
R3 0.9148 0.9143 0.9127
R2 0.9134 0.9134 0.9126
R1 0.9129 0.9129 0.9124 0.9132
PP 0.9120 0.9120 0.9120 0.9122
S1 0.9115 0.9115 0.9122 0.9118
S2 0.9106 0.9106 0.9120
S3 0.9092 0.9101 0.9119
S4 0.9078 0.9087 0.9115
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 0.9112 0.0158 1.7% 0.0014 0.2% 7% False True 24
10 0.9270 0.9112 0.0158 1.7% 0.0008 0.1% 7% False True 41
20 0.9356 0.9112 0.0244 2.7% 0.0010 0.1% 5% False True 37
40 0.9356 0.9081 0.0275 3.0% 0.0010 0.1% 15% False False 35
60 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 15% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9186
2.618 0.9163
1.618 0.9149
1.000 0.9140
0.618 0.9135
HIGH 0.9126
0.618 0.9121
0.500 0.9119
0.382 0.9117
LOW 0.9112
0.618 0.9103
1.000 0.9098
1.618 0.9089
2.618 0.9075
4.250 0.9053
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 0.9122 0.9158
PP 0.9120 0.9146
S1 0.9119 0.9135

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

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