CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 0.9141 0.9119 -0.0022 -0.2% 0.9104
High 0.9141 0.9122 -0.0019 -0.2% 0.9137
Low 0.9137 0.9090 -0.0047 -0.5% 0.9097
Close 0.9138 0.9092 -0.0046 -0.5% 0.9134
Range 0.0004 0.0032 0.0028 700.0% 0.0040
ATR 0.0023 0.0025 0.0002 7.7% 0.0000
Volume 93 68 -25 -26.9% 128
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9197 0.9177 0.9110
R3 0.9165 0.9145 0.9101
R2 0.9133 0.9133 0.9098
R1 0.9113 0.9113 0.9095 0.9107
PP 0.9101 0.9101 0.9101 0.9099
S1 0.9081 0.9081 0.9089 0.9075
S2 0.9069 0.9069 0.9086
S3 0.9037 0.9049 0.9083
S4 0.9005 0.9017 0.9074
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 0.9090 0.0051 0.6% 0.0015 0.2% 4% False True 48
10 0.9141 0.9060 0.0081 0.9% 0.0016 0.2% 40% False False 51
20 0.9270 0.9060 0.0210 2.3% 0.0014 0.1% 15% False False 32
40 0.9356 0.9060 0.0296 3.3% 0.0011 0.1% 11% False False 33
60 0.9356 0.9060 0.0296 3.3% 0.0011 0.1% 11% False False 35
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 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9258
2.618 0.9206
1.618 0.9174
1.000 0.9154
0.618 0.9142
HIGH 0.9122
0.618 0.9110
0.500 0.9106
0.382 0.9102
LOW 0.9090
0.618 0.9070
1.000 0.9058
1.618 0.9038
2.618 0.9006
4.250 0.8954
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 0.9106 0.9116
PP 0.9101 0.9108
S1 0.9097 0.9100

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

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