CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 0.8834 0.8861 0.0027 0.3% 0.8807
High 0.8851 0.8861 0.0010 0.1% 0.8875
Low 0.8830 0.8851 0.0021 0.2% 0.8800
Close 0.8846 0.8851 0.0005 0.1% 0.8851
Range 0.0021 0.0010 -0.0011 -52.4% 0.0075
ATR 0.0046 0.0044 -0.0002 -4.8% 0.0000
Volume 56 53 -3 -5.4% 316
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8884 0.8878 0.8857
R3 0.8874 0.8868 0.8854
R2 0.8864 0.8864 0.8853
R1 0.8858 0.8858 0.8852 0.8856
PP 0.8854 0.8854 0.8854 0.8854
S1 0.8848 0.8848 0.8850 0.8846
S2 0.8844 0.8844 0.8849
S3 0.8834 0.8838 0.8848
S4 0.8824 0.8828 0.8846
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9067 0.9034 0.8892
R3 0.8992 0.8959 0.8872
R2 0.8917 0.8917 0.8865
R1 0.8884 0.8884 0.8858 0.8901
PP 0.8842 0.8842 0.8842 0.8850
S1 0.8809 0.8809 0.8844 0.8826
S2 0.8767 0.8767 0.8837
S3 0.8692 0.8734 0.8830
S4 0.8617 0.8659 0.8810
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% 0.0035 0.4% 68% False False 63
10 0.8877 0.8761 0.0116 1.3% 0.0039 0.4% 78% False False 53
20 0.8966 0.8761 0.0205 2.3% 0.0041 0.5% 44% False False 41
40 0.9148 0.8761 0.0387 4.4% 0.0028 0.3% 23% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8904
2.618 0.8887
1.618 0.8877
1.000 0.8871
0.618 0.8867
HIGH 0.8861
0.618 0.8857
0.500 0.8856
0.382 0.8855
LOW 0.8851
0.618 0.8845
1.000 0.8841
1.618 0.8835
2.618 0.8825
4.250 0.8809
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 0.8856 0.8847
PP 0.8854 0.8842
S1 0.8853 0.8838

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

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