CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 0.9013 0.9050 0.0037 0.4% 0.9097
High 0.9030 0.9075 0.0045 0.5% 0.9129
Low 0.9013 0.9050 0.0037 0.4% 0.9092
Close 0.9029 0.9075 0.0046 0.5% 0.9127
Range 0.0017 0.0025 0.0008 47.1% 0.0037
ATR 0.0029 0.0030 0.0001 4.2% 0.0000
Volume 25 50 25 100.0% 33
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9142 0.9133 0.9089
R3 0.9117 0.9108 0.9082
R2 0.9092 0.9092 0.9080
R1 0.9083 0.9083 0.9077 0.9088
PP 0.9067 0.9067 0.9067 0.9069
S1 0.9058 0.9058 0.9073 0.9063
S2 0.9042 0.9042 0.9070
S3 0.9017 0.9033 0.9068
S4 0.8992 0.9008 0.9061
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 0.9013 0.0116 1.3% 0.0009 0.1% 53% False False 20
10 0.9161 0.9013 0.0148 1.6% 0.0006 0.1% 42% False False 12
20 0.9161 0.9013 0.0148 1.6% 0.0005 0.1% 42% False False 9
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 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9181
2.618 0.9140
1.618 0.9115
1.000 0.9100
0.618 0.9090
HIGH 0.9075
0.618 0.9065
0.500 0.9063
0.382 0.9060
LOW 0.9050
0.618 0.9035
1.000 0.9025
1.618 0.9010
2.618 0.8985
4.250 0.8944
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 0.9071 0.9065
PP 0.9067 0.9054
S1 0.9063 0.9044

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

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