CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 0.9108 0.9125 0.0017 0.2% 0.9117
High 0.9118 0.9128 0.0010 0.1% 0.9117
Low 0.9100 0.9121 0.0021 0.2% 0.9060
Close 0.9112 0.9122 0.0010 0.1% 0.9067
Range 0.0018 0.0007 -0.0011 -61.1% 0.0057
ATR 0.0026 0.0025 -0.0001 -2.7% 0.0000
Volume 9 56 47 522.2% 223
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9145 0.9140 0.9126
R3 0.9138 0.9133 0.9124
R2 0.9131 0.9131 0.9123
R1 0.9126 0.9126 0.9123 0.9125
PP 0.9124 0.9124 0.9124 0.9123
S1 0.9119 0.9119 0.9121 0.9118
S2 0.9117 0.9117 0.9121
S3 0.9110 0.9112 0.9120
S4 0.9103 0.9105 0.9118
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 0.9128 0.9060 0.0068 0.7% 0.0016 0.2% 91% True False 47
10 0.9128 0.9060 0.0068 0.7% 0.0014 0.1% 91% True False 33
20 0.9270 0.9060 0.0210 2.3% 0.0011 0.1% 30% False False 37
40 0.9356 0.9060 0.0296 3.2% 0.0012 0.1% 21% False False 29
60 0.9356 0.9060 0.0296 3.2% 0.0010 0.1% 21% False False 32
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9158
2.618 0.9146
1.618 0.9139
1.000 0.9135
0.618 0.9132
HIGH 0.9128
0.618 0.9125
0.500 0.9125
0.382 0.9124
LOW 0.9121
0.618 0.9117
1.000 0.9114
1.618 0.9110
2.618 0.9103
4.250 0.9091
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 0.9125 0.9119
PP 0.9124 0.9116
S1 0.9123 0.9113

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

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