CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 0.8861 0.8836 -0.0025 -0.3% 0.8807
High 0.8861 0.8846 -0.0015 -0.2% 0.8875
Low 0.8851 0.8835 -0.0016 -0.2% 0.8800
Close 0.8851 0.8846 -0.0005 -0.1% 0.8851
Range 0.0010 0.0011 0.0001 10.0% 0.0075
ATR 0.0044 0.0042 -0.0002 -4.5% 0.0000
Volume 53 20 -33 -62.3% 316
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8875 0.8872 0.8852
R3 0.8864 0.8861 0.8849
R2 0.8853 0.8853 0.8848
R1 0.8850 0.8850 0.8847 0.8852
PP 0.8842 0.8842 0.8842 0.8843
S1 0.8839 0.8839 0.8845 0.8841
S2 0.8831 0.8831 0.8844
S3 0.8820 0.8828 0.8843
S4 0.8809 0.8817 0.8840
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% 0.0036 0.4% 61% False False 53
10 0.8875 0.8761 0.0114 1.3% 0.0039 0.4% 75% False False 51
20 0.8966 0.8761 0.0205 2.3% 0.0041 0.5% 41% False False 41
40 0.9129 0.8761 0.0368 4.2% 0.0028 0.3% 23% False False 29
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8893
2.618 0.8875
1.618 0.8864
1.000 0.8857
0.618 0.8853
HIGH 0.8846
0.618 0.8842
0.500 0.8841
0.382 0.8839
LOW 0.8835
0.618 0.8828
1.000 0.8824
1.618 0.8817
2.618 0.8806
4.250 0.8788
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 0.8844 0.8846
PP 0.8842 0.8846
S1 0.8841 0.8846

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

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