CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 0.9104 0.9097 -0.0007 -0.1% 0.9117
High 0.9104 0.9114 0.0010 0.1% 0.9117
Low 0.9103 0.9097 -0.0006 -0.1% 0.9060
Close 0.9103 0.9114 0.0011 0.1% 0.9067
Range 0.0001 0.0017 0.0016 1,600.0% 0.0057
ATR 0.0027 0.0026 -0.0001 -2.7% 0.0000
Volume 45 1 -44 -97.8% 223
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9159 0.9154 0.9123
R3 0.9142 0.9137 0.9119
R2 0.9125 0.9125 0.9117
R1 0.9120 0.9120 0.9116 0.9123
PP 0.9108 0.9108 0.9108 0.9110
S1 0.9103 0.9103 0.9112 0.9106
S2 0.9091 0.9091 0.9111
S3 0.9074 0.9086 0.9109
S4 0.9057 0.9069 0.9105
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9252 0.9217 0.9098
R3 0.9195 0.9160 0.9083
R2 0.9138 0.9138 0.9077
R1 0.9103 0.9103 0.9072 0.9092
PP 0.9081 0.9081 0.9081 0.9076
S1 0.9046 0.9046 0.9062 0.9035
S2 0.9024 0.9024 0.9057
S3 0.8967 0.8989 0.9051
S4 0.8910 0.8932 0.9036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9116 0.9060 0.0056 0.6% 0.0017 0.2% 96% False False 53
10 0.9142 0.9060 0.0082 0.9% 0.0014 0.2% 66% False False 27
20 0.9270 0.9060 0.0210 2.3% 0.0011 0.1% 26% False False 34
40 0.9356 0.9060 0.0296 3.2% 0.0011 0.1% 18% False False 33
60 0.9356 0.9060 0.0296 3.2% 0.0010 0.1% 18% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9186
2.618 0.9159
1.618 0.9142
1.000 0.9131
0.618 0.9125
HIGH 0.9114
0.618 0.9108
0.500 0.9106
0.382 0.9103
LOW 0.9097
0.618 0.9086
1.000 0.9080
1.618 0.9069
2.618 0.9052
4.250 0.9025
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 0.9111 0.9105
PP 0.9108 0.9096
S1 0.9106 0.9087

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

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