CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 0.8800 0.8800 0.0000 0.0% 0.8877
High 0.8862 0.8875 0.0013 0.1% 0.8877
Low 0.8800 0.8800 0.0000 0.0% 0.8761
Close 0.8854 0.8847 -0.0007 -0.1% 0.8818
Range 0.0062 0.0075 0.0013 21.0% 0.0116
ATR 0.0046 0.0048 0.0002 4.6% 0.0000
Volume 127 11 -116 -91.3% 214
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9066 0.9031 0.8888
R3 0.8991 0.8956 0.8868
R2 0.8916 0.8916 0.8861
R1 0.8881 0.8881 0.8854 0.8899
PP 0.8841 0.8841 0.8841 0.8849
S1 0.8806 0.8806 0.8840 0.8824
S2 0.8766 0.8766 0.8833
S3 0.8691 0.8731 0.8826
S4 0.8616 0.8656 0.8806
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9108 0.8882
R3 0.9051 0.8992 0.8850
R2 0.8935 0.8935 0.8839
R1 0.8876 0.8876 0.8829 0.8848
PP 0.8819 0.8819 0.8819 0.8804
S1 0.8760 0.8760 0.8807 0.8732
S2 0.8703 0.8703 0.8797
S3 0.8587 0.8644 0.8786
S4 0.8471 0.8528 0.8754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8875 0.8775 0.0100 1.1% 0.0049 0.6% 72% True False 73
10 0.8961 0.8761 0.0200 2.3% 0.0046 0.5% 43% False False 48
20 0.8966 0.8761 0.0205 2.3% 0.0040 0.5% 42% False False 37
40 0.9161 0.8761 0.0400 4.5% 0.0027 0.3% 22% False False 26
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 0.0005
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9194
2.618 0.9071
1.618 0.8996
1.000 0.8950
0.618 0.8921
HIGH 0.8875
0.618 0.8846
0.500 0.8838
0.382 0.8829
LOW 0.8800
0.618 0.8754
1.000 0.8725
1.618 0.8679
2.618 0.8604
4.250 0.8481
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 0.8844 0.8844
PP 0.8841 0.8841
S1 0.8838 0.8838

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

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