CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 0.8912 0.8895 -0.0017 -0.2% 0.8909
High 0.8912 0.8949 0.0037 0.4% 0.8966
Low 0.8879 0.8895 0.0016 0.2% 0.8826
Close 0.8896 0.8949 0.0053 0.6% 0.8829
Range 0.0033 0.0054 0.0021 63.6% 0.0140
ATR 0.0045 0.0045 0.0001 1.5% 0.0000
Volume 18 14 -4 -22.2% 100
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9093 0.9075 0.8979
R3 0.9039 0.9021 0.8964
R2 0.8985 0.8985 0.8959
R1 0.8967 0.8967 0.8954 0.8976
PP 0.8931 0.8931 0.8931 0.8936
S1 0.8913 0.8913 0.8944 0.8922
S2 0.8877 0.8877 0.8939
S3 0.8823 0.8859 0.8934
S4 0.8769 0.8805 0.8919
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9294 0.9201 0.8906
R3 0.9154 0.9061 0.8868
R2 0.9014 0.9014 0.8855
R1 0.8921 0.8921 0.8842 0.8898
PP 0.8874 0.8874 0.8874 0.8862
S1 0.8781 0.8781 0.8816 0.8758
S2 0.8734 0.8734 0.8803
S3 0.8594 0.8641 0.8791
S4 0.8454 0.8501 0.8752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8966 0.8826 0.0140 1.6% 0.0056 0.6% 88% False False 39
10 0.8966 0.8826 0.0140 1.6% 0.0035 0.4% 88% False False 26
20 0.9120 0.8826 0.0294 3.3% 0.0029 0.3% 42% False False 22
40 0.9161 0.8826 0.0335 3.7% 0.0017 0.2% 37% False False 16
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 0.9179
2.618 0.9090
1.618 0.9036
1.000 0.9003
0.618 0.8982
HIGH 0.8949
0.618 0.8928
0.500 0.8922
0.382 0.8916
LOW 0.8895
0.618 0.8862
1.000 0.8841
1.618 0.8808
2.618 0.8754
4.250 0.8666
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 0.8940 0.8935
PP 0.8931 0.8921
S1 0.8922 0.8907

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

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