CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 0.9131 0.9141 0.0010 0.1% 0.9104
High 0.9137 0.9141 0.0004 0.0% 0.9137
Low 0.9125 0.9137 0.0012 0.1% 0.9097
Close 0.9134 0.9138 0.0004 0.0% 0.9134
Range 0.0012 0.0004 -0.0008 -66.7% 0.0040
ATR 0.0024 0.0023 -0.0001 -5.1% 0.0000
Volume 17 93 76 447.1% 128
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9151 0.9148 0.9140
R3 0.9147 0.9144 0.9139
R2 0.9143 0.9143 0.9139
R1 0.9140 0.9140 0.9138 0.9140
PP 0.9139 0.9139 0.9139 0.9138
S1 0.9136 0.9136 0.9138 0.9136
S2 0.9135 0.9135 0.9137
S3 0.9131 0.9132 0.9137
S4 0.9127 0.9128 0.9136
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9243 0.9228 0.9156
R3 0.9203 0.9188 0.9145
R2 0.9163 0.9163 0.9141
R1 0.9148 0.9148 0.9138 0.9156
PP 0.9123 0.9123 0.9123 0.9126
S1 0.9108 0.9108 0.9130 0.9116
S2 0.9083 0.9083 0.9127
S3 0.9043 0.9068 0.9123
S4 0.9003 0.9028 0.9112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9141 0.9097 0.0044 0.5% 0.0012 0.1% 93% True False 35
10 0.9141 0.9060 0.0081 0.9% 0.0015 0.2% 96% True False 44
20 0.9270 0.9060 0.0210 2.3% 0.0012 0.1% 37% False False 31
40 0.9356 0.9060 0.0296 3.2% 0.0011 0.1% 26% False False 31
60 0.9356 0.9060 0.0296 3.2% 0.0010 0.1% 26% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9158
2.618 0.9151
1.618 0.9147
1.000 0.9145
0.618 0.9143
HIGH 0.9141
0.618 0.9139
0.500 0.9139
0.382 0.9139
LOW 0.9137
0.618 0.9135
1.000 0.9133
1.618 0.9131
2.618 0.9127
4.250 0.9120
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 0.9139 0.9136
PP 0.9139 0.9133
S1 0.9138 0.9131

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

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