CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 0.9024 0.9063 0.0039 0.4% 0.9060
High 0.9052 0.9079 0.0027 0.3% 0.9075
Low 0.9010 0.9055 0.0045 0.5% 0.8957
Close 0.9051 0.9055 0.0004 0.0% 0.8957
Range 0.0042 0.0024 -0.0018 -42.9% 0.0118
ATR 0.0036 0.0036 -0.0001 -1.7% 0.0000
Volume 3 4 1 33.3% 203
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9135 0.9119 0.9068
R3 0.9111 0.9095 0.9062
R2 0.9087 0.9087 0.9059
R1 0.9071 0.9071 0.9057 0.9067
PP 0.9063 0.9063 0.9063 0.9061
S1 0.9047 0.9047 0.9053 0.9043
S2 0.9039 0.9039 0.9051
S3 0.9015 0.9023 0.9048
S4 0.8991 0.8999 0.9042
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 0.9079 0.8957 0.0122 1.3% 0.0023 0.3% 80% True False 28
10 0.9129 0.8957 0.0172 1.9% 0.0016 0.2% 57% False False 24
20 0.9161 0.8957 0.0204 2.3% 0.0011 0.1% 48% False False 15
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9181
2.618 0.9142
1.618 0.9118
1.000 0.9103
0.618 0.9094
HIGH 0.9079
0.618 0.9070
0.500 0.9067
0.382 0.9064
LOW 0.9055
0.618 0.9040
1.000 0.9031
1.618 0.9016
2.618 0.8992
4.250 0.8953
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 0.9067 0.9048
PP 0.9063 0.9041
S1 0.9059 0.9035

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

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