CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 0.8973 0.8997 0.0024 0.3% 0.9060
High 0.8973 0.8997 0.0024 0.3% 0.9075
Low 0.8957 0.8990 0.0033 0.4% 0.8957
Close 0.8957 0.8990 0.0033 0.4% 0.8957
Range 0.0016 0.0007 -0.0009 -56.3% 0.0118
ATR 0.0034 0.0034 0.0000 1.2% 0.0000
Volume 21 14 -7 -33.3% 203
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9013 0.9009 0.8994
R3 0.9006 0.9002 0.8992
R2 0.8999 0.8999 0.8991
R1 0.8995 0.8995 0.8991 0.8994
PP 0.8992 0.8992 0.8992 0.8992
S1 0.8988 0.8988 0.8989 0.8987
S2 0.8985 0.8985 0.8989
S3 0.8978 0.8981 0.8988
S4 0.8971 0.8974 0.8986
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% 0.0019 0.2% 28% False False 41
10 0.9129 0.8957 0.0172 1.9% 0.0010 0.1% 19% False False 25
20 0.9161 0.8957 0.0204 2.3% 0.0007 0.1% 16% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9027
2.618 0.9015
1.618 0.9008
1.000 0.9004
0.618 0.9001
HIGH 0.8997
0.618 0.8994
0.500 0.8994
0.382 0.8993
LOW 0.8990
0.618 0.8986
1.000 0.8983
1.618 0.8979
2.618 0.8972
4.250 0.8960
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 0.8994 0.8989
PP 0.8992 0.8987
S1 0.8991 0.8986

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

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