CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 0.8895 0.8939 0.0044 0.5% 0.8909
High 0.8949 0.8961 0.0012 0.1% 0.8966
Low 0.8895 0.8900 0.0005 0.1% 0.8826
Close 0.8949 0.8900 -0.0049 -0.5% 0.8829
Range 0.0054 0.0061 0.0007 13.0% 0.0140
ATR 0.0045 0.0047 0.0001 2.4% 0.0000
Volume 14 4 -10 -71.4% 100
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9103 0.9063 0.8934
R3 0.9042 0.9002 0.8917
R2 0.8981 0.8981 0.8911
R1 0.8941 0.8941 0.8906 0.8931
PP 0.8920 0.8920 0.8920 0.8915
S1 0.8880 0.8880 0.8894 0.8870
S2 0.8859 0.8859 0.8889
S3 0.8798 0.8819 0.8883
S4 0.8737 0.8758 0.8866
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 0.8961 0.8826 0.0135 1.5% 0.0056 0.6% 55% True False 34
10 0.8966 0.8826 0.0140 1.6% 0.0040 0.5% 53% False False 24
20 0.9120 0.8826 0.0294 3.3% 0.0030 0.3% 25% False False 17
40 0.9161 0.8826 0.0335 3.8% 0.0019 0.2% 22% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9220
2.618 0.9121
1.618 0.9060
1.000 0.9022
0.618 0.8999
HIGH 0.8961
0.618 0.8938
0.500 0.8931
0.382 0.8923
LOW 0.8900
0.618 0.8862
1.000 0.8839
1.618 0.8801
2.618 0.8740
4.250 0.8641
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 0.8931 0.8920
PP 0.8920 0.8913
S1 0.8910 0.8907

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

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