CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.9015 0.8973 -0.0042 -0.5% 0.9060
High 0.9015 0.8973 -0.0042 -0.5% 0.9075
Low 0.8987 0.8957 -0.0030 -0.3% 0.8957
Close 0.8987 0.8957 -0.0030 -0.3% 0.8957
Range 0.0028 0.0016 -0.0012 -42.9% 0.0118
ATR 0.0034 0.0034 0.0000 -0.9% 0.0000
Volume 98 21 -77 -78.6% 203
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9010 0.9000 0.8966
R3 0.8994 0.8984 0.8961
R2 0.8978 0.8978 0.8960
R1 0.8968 0.8968 0.8958 0.8965
PP 0.8962 0.8962 0.8962 0.8961
S1 0.8952 0.8952 0.8956 0.8949
S2 0.8946 0.8946 0.8954
S3 0.8930 0.8936 0.8953
S4 0.8914 0.8920 0.8948
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9350 0.9272 0.9022
R3 0.9232 0.9154 0.8989
R2 0.9114 0.9114 0.8979
R1 0.9036 0.9036 0.8968 0.9016
PP 0.8996 0.8996 0.8996 0.8987
S1 0.8918 0.8918 0.8946 0.8898
S2 0.8878 0.8878 0.8935
S3 0.8760 0.8800 0.8925
S4 0.8642 0.8682 0.8892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9075 0.8957 0.0118 1.3% 0.0018 0.2% 0% False True 40
10 0.9148 0.8957 0.0191 2.1% 0.0011 0.1% 0% False True 23
20 0.9161 0.8957 0.0204 2.3% 0.0008 0.1% 0% False True 15
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9041
2.618 0.9015
1.618 0.8999
1.000 0.8989
0.618 0.8983
HIGH 0.8973
0.618 0.8967
0.500 0.8965
0.382 0.8963
LOW 0.8957
0.618 0.8947
1.000 0.8941
1.618 0.8931
2.618 0.8915
4.250 0.8889
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.8965 0.9016
PP 0.8962 0.8996
S1 0.8960 0.8977

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

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