CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 0.8800 0.8834 0.0034 0.4% 0.8877
High 0.8875 0.8851 -0.0024 -0.3% 0.8877
Low 0.8800 0.8830 0.0030 0.3% 0.8761
Close 0.8847 0.8846 -0.0001 0.0% 0.8818
Range 0.0075 0.0021 -0.0054 -72.0% 0.0116
ATR 0.0048 0.0046 -0.0002 -4.0% 0.0000
Volume 11 56 45 409.1% 214
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8905 0.8897 0.8858
R3 0.8884 0.8876 0.8852
R2 0.8863 0.8863 0.8850
R1 0.8855 0.8855 0.8848 0.8859
PP 0.8842 0.8842 0.8842 0.8845
S1 0.8834 0.8834 0.8844 0.8838
S2 0.8821 0.8821 0.8842
S3 0.8800 0.8813 0.8840
S4 0.8779 0.8792 0.8834
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 0.8800 0.0075 0.8% 0.0041 0.5% 61% False False 78
10 0.8896 0.8761 0.0135 1.5% 0.0042 0.5% 63% False False 53
20 0.8966 0.8761 0.0205 2.3% 0.0041 0.5% 41% False False 38
40 0.9152 0.8761 0.0391 4.4% 0.0028 0.3% 22% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8940
2.618 0.8906
1.618 0.8885
1.000 0.8872
0.618 0.8864
HIGH 0.8851
0.618 0.8843
0.500 0.8841
0.382 0.8838
LOW 0.8830
0.618 0.8817
1.000 0.8809
1.618 0.8796
2.618 0.8775
4.250 0.8741
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 0.8844 0.8843
PP 0.8842 0.8840
S1 0.8841 0.8838

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

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