CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 0.9117 0.9092 -0.0025 -0.3% 0.9201
High 0.9117 0.9092 -0.0025 -0.3% 0.9204
Low 0.9117 0.9069 -0.0048 -0.5% 0.9109
Close 0.9117 0.9069 -0.0048 -0.5% 0.9109
Range 0.0000 0.0023 0.0023 0.0095
ATR 0.0022 0.0024 0.0002 8.2% 0.0000
Volume 1 1 0 0.0% 78
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9146 0.9130 0.9082
R3 0.9123 0.9107 0.9075
R2 0.9100 0.9100 0.9073
R1 0.9084 0.9084 0.9071 0.9081
PP 0.9077 0.9077 0.9077 0.9075
S1 0.9061 0.9061 0.9067 0.9058
S2 0.9054 0.9054 0.9065
S3 0.9031 0.9038 0.9063
S4 0.9008 0.9015 0.9056
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 0.9142 0.9069 0.0073 0.8% 0.0012 0.1% 0% False True 1
10 0.9270 0.9069 0.0201 2.2% 0.0011 0.1% 0% False True 13
20 0.9337 0.9069 0.0268 3.0% 0.0010 0.1% 0% False True 33
40 0.9356 0.9069 0.0287 3.2% 0.0010 0.1% 0% False True 35
60 0.9356 0.9069 0.0287 3.2% 0.0009 0.1% 0% False True 28
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9190
2.618 0.9152
1.618 0.9129
1.000 0.9115
0.618 0.9106
HIGH 0.9092
0.618 0.9083
0.500 0.9081
0.382 0.9078
LOW 0.9069
0.618 0.9055
1.000 0.9046
1.618 0.9032
2.618 0.9009
4.250 0.8971
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 0.9081 0.9093
PP 0.9077 0.9085
S1 0.9073 0.9077

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

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