CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 0.9127 0.9060 -0.0067 -0.7% 0.9097
High 0.9127 0.9060 -0.0067 -0.7% 0.9129
Low 0.9127 0.9055 -0.0072 -0.8% 0.9092
Close 0.9127 0.9060 -0.0067 -0.7% 0.9127
Range 0.0000 0.0005 0.0005 0.0037
ATR 0.0024 0.0028 0.0003 14.1% 0.0000
Volume 9 9 0 0.0% 33
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9073 0.9072 0.9063
R3 0.9068 0.9067 0.9061
R2 0.9063 0.9063 0.9061
R1 0.9062 0.9062 0.9060 0.9063
PP 0.9058 0.9058 0.9058 0.9059
S1 0.9057 0.9057 0.9060 0.9058
S2 0.9053 0.9053 0.9059
S3 0.9048 0.9052 0.9059
S4 0.9043 0.9047 0.9057
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9227 0.9214 0.9147
R3 0.9190 0.9177 0.9137
R2 0.9153 0.9153 0.9134
R1 0.9140 0.9140 0.9130 0.9147
PP 0.9116 0.9116 0.9116 0.9119
S1 0.9103 0.9103 0.9124 0.9110
S2 0.9079 0.9079 0.9120
S3 0.9042 0.9066 0.9117
S4 0.9005 0.9029 0.9107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9129 0.9055 0.0074 0.8% 0.0002 0.0% 7% False True 8
10 0.9161 0.9034 0.0127 1.4% 0.0006 0.1% 20% False False 7
20 0.9161 0.9034 0.0127 1.4% 0.0004 0.0% 20% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9081
2.618 0.9073
1.618 0.9068
1.000 0.9065
0.618 0.9063
HIGH 0.9060
0.618 0.9058
0.500 0.9058
0.382 0.9057
LOW 0.9055
0.618 0.9052
1.000 0.9050
1.618 0.9047
2.618 0.9042
4.250 0.9034
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 0.9059 0.9092
PP 0.9058 0.9081
S1 0.9058 0.9071

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

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