CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 0.8859 0.8938 0.0079 0.9% 0.9010
High 0.8903 0.8966 0.0063 0.7% 0.9011
Low 0.8859 0.8905 0.0046 0.5% 0.8905
Close 0.8894 0.8908 0.0014 0.2% 0.8909
Range 0.0044 0.0061 0.0017 38.6% 0.0106
ATR 0.0037 0.0039 0.0003 6.9% 0.0000
Volume 3 26 23 766.7% 51
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9109 0.9070 0.8942
R3 0.9048 0.9009 0.8925
R2 0.8987 0.8987 0.8919
R1 0.8948 0.8948 0.8914 0.8937
PP 0.8926 0.8926 0.8926 0.8921
S1 0.8887 0.8887 0.8902 0.8876
S2 0.8865 0.8865 0.8897
S3 0.8804 0.8826 0.8891
S4 0.8743 0.8765 0.8874
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 0.8966 0.8859 0.0107 1.2% 0.0024 0.3% 46% True False 13
10 0.9120 0.8859 0.0261 2.9% 0.0023 0.3% 19% False False 11
20 0.9127 0.8859 0.0268 3.0% 0.0020 0.2% 18% False False 18
40 0.9161 0.8859 0.0302 3.4% 0.0012 0.1% 16% False False 12
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 0.0004
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 0.9225
2.618 0.9126
1.618 0.9065
1.000 0.9027
0.618 0.9004
HIGH 0.8966
0.618 0.8943
0.500 0.8936
0.382 0.8928
LOW 0.8905
0.618 0.8867
1.000 0.8844
1.618 0.8806
2.618 0.8745
4.250 0.8646
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 0.8936 0.8913
PP 0.8926 0.8911
S1 0.8917 0.8910

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

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