CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 0.9054 0.9071 0.0017 0.2% 0.9091
High 0.9054 0.9071 0.0017 0.2% 0.9127
Low 0.9054 0.9071 0.0017 0.2% 0.9085
Close 0.9054 0.9071 0.0017 0.2% 0.9115
Range
ATR 0.0000 0.0023 0.0023 0.0000
Volume 10 10 0 0.0% 15
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9071 0.9071 0.9071
R3 0.9071 0.9071 0.9071
R2 0.9071 0.9071 0.9071
R1 0.9071 0.9071 0.9071 0.9071
PP 0.9071 0.9071 0.9071 0.9071
S1 0.9071 0.9071 0.9071 0.9071
S2 0.9071 0.9071 0.9071
S3 0.9071 0.9071 0.9071
S4 0.9071 0.9071 0.9071
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9235 0.9217 0.9138
R3 0.9193 0.9175 0.9127
R2 0.9151 0.9151 0.9123
R1 0.9133 0.9133 0.9119 0.9142
PP 0.9109 0.9109 0.9109 0.9114
S1 0.9091 0.9091 0.9111 0.9100
S2 0.9067 0.9067 0.9107
S3 0.9025 0.9049 0.9103
S4 0.8983 0.9007 0.9092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9127 0.9054 0.0073 0.8% 0.0002 0.0% 23% False False 8
10 0.9127 0.9040 0.0087 1.0% 0.0003 0.0% 36% False False 7
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9071
2.618 0.9071
1.618 0.9071
1.000 0.9071
0.618 0.9071
HIGH 0.9071
0.618 0.9071
0.500 0.9071
0.382 0.9071
LOW 0.9071
0.618 0.9071
1.000 0.9071
1.618 0.9071
2.618 0.9071
4.250 0.9071
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 0.9071 0.9069
PP 0.9071 0.9066
S1 0.9071 0.9064

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

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