CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 0.9142 0.9112 -0.0030 -0.3% 0.9201
High 0.9142 0.9112 -0.0030 -0.3% 0.9204
Low 0.9124 0.9109 -0.0015 -0.2% 0.9109
Close 0.9124 0.9109 -0.0015 -0.2% 0.9109
Range 0.0018 0.0003 -0.0015 -83.3% 0.0095
ATR 0.0024 0.0023 -0.0001 -2.7% 0.0000
Volume 2 1 -1 -50.0% 78
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9119 0.9117 0.9111
R3 0.9116 0.9114 0.9110
R2 0.9113 0.9113 0.9110
R1 0.9111 0.9111 0.9109 0.9111
PP 0.9110 0.9110 0.9110 0.9110
S1 0.9108 0.9108 0.9109 0.9108
S2 0.9107 0.9107 0.9108
S3 0.9104 0.9105 0.9108
S4 0.9101 0.9102 0.9107
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9426 0.9362 0.9161
R3 0.9331 0.9267 0.9135
R2 0.9236 0.9236 0.9126
R1 0.9172 0.9172 0.9118 0.9157
PP 0.9141 0.9141 0.9141 0.9133
S1 0.9077 0.9077 0.9100 0.9062
S2 0.9046 0.9046 0.9092
S3 0.8951 0.8982 0.9083
S4 0.8856 0.8887 0.9057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9204 0.9109 0.0095 1.0% 0.0008 0.1% 0% False True 15
10 0.9270 0.9109 0.0161 1.8% 0.0009 0.1% 0% False True 22
20 0.9337 0.9109 0.0228 2.5% 0.0009 0.1% 0% False True 36
40 0.9356 0.9086 0.0270 3.0% 0.0009 0.1% 9% False False 35
60 0.9356 0.9081 0.0275 3.0% 0.0009 0.1% 10% False False 28
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9125
2.618 0.9120
1.618 0.9117
1.000 0.9115
0.618 0.9114
HIGH 0.9112
0.618 0.9111
0.500 0.9111
0.382 0.9110
LOW 0.9109
0.618 0.9107
1.000 0.9106
1.618 0.9104
2.618 0.9101
4.250 0.9096
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 0.9111 0.9126
PP 0.9110 0.9120
S1 0.9110 0.9115

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

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