CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 0.8906 0.8909 0.0003 0.0% 0.9010
High 0.8909 0.8919 0.0010 0.1% 0.9011
Low 0.8905 0.8909 0.0004 0.0% 0.8905
Close 0.8909 0.8915 0.0006 0.1% 0.8909
Range 0.0004 0.0010 0.0006 150.0% 0.0106
ATR 0.0037 0.0035 -0.0002 -5.2% 0.0000
Volume 1 22 21 2,100.0% 51
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8944 0.8940 0.8921
R3 0.8934 0.8930 0.8918
R2 0.8924 0.8924 0.8917
R1 0.8920 0.8920 0.8916 0.8922
PP 0.8914 0.8914 0.8914 0.8916
S1 0.8910 0.8910 0.8914 0.8912
S2 0.8904 0.8904 0.8913
S3 0.8894 0.8900 0.8912
S4 0.8884 0.8890 0.8910
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9260 0.9190 0.8967
R3 0.9154 0.9084 0.8938
R2 0.9048 0.9048 0.8928
R1 0.8978 0.8978 0.8919 0.8960
PP 0.8942 0.8942 0.8942 0.8933
S1 0.8872 0.8872 0.8899 0.8854
S2 0.8836 0.8836 0.8890
S3 0.8730 0.8766 0.8880
S4 0.8624 0.8660 0.8851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8987 0.8905 0.0082 0.9% 0.0012 0.1% 12% False False 12
10 0.9120 0.8905 0.0215 2.4% 0.0019 0.2% 5% False False 9
20 0.9129 0.8905 0.0224 2.5% 0.0015 0.2% 4% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8962
2.618 0.8945
1.618 0.8935
1.000 0.8929
0.618 0.8925
HIGH 0.8919
0.618 0.8915
0.500 0.8914
0.382 0.8913
LOW 0.8909
0.618 0.8903
1.000 0.8899
1.618 0.8893
2.618 0.8883
4.250 0.8867
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 0.8915 0.8933
PP 0.8914 0.8927
S1 0.8914 0.8921

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

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