CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 0.8836 0.8882 0.0046 0.5% 0.8807
High 0.8846 0.8900 0.0054 0.6% 0.8875
Low 0.8835 0.8873 0.0038 0.4% 0.8800
Close 0.8846 0.8884 0.0038 0.4% 0.8851
Range 0.0011 0.0027 0.0016 145.5% 0.0075
ATR 0.0042 0.0043 0.0001 2.1% 0.0000
Volume 20 15 -5 -25.0% 316
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8967 0.8952 0.8899
R3 0.8940 0.8925 0.8891
R2 0.8913 0.8913 0.8889
R1 0.8898 0.8898 0.8886 0.8906
PP 0.8886 0.8886 0.8886 0.8889
S1 0.8871 0.8871 0.8882 0.8879
S2 0.8859 0.8859 0.8879
S3 0.8832 0.8844 0.8877
S4 0.8805 0.8817 0.8869
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 0.8900 0.8800 0.0100 1.1% 0.0029 0.3% 84% True False 31
10 0.8900 0.8761 0.0139 1.6% 0.0037 0.4% 88% True False 52
20 0.8966 0.8761 0.0205 2.3% 0.0043 0.5% 60% False False 41
40 0.9129 0.8761 0.0368 4.1% 0.0029 0.3% 33% False False 29
60 0.9161 0.8761 0.0400 4.5% 0.0021 0.2% 31% False False 21
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 True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9015
2.618 0.8971
1.618 0.8944
1.000 0.8927
0.618 0.8917
HIGH 0.8900
0.618 0.8890
0.500 0.8887
0.382 0.8883
LOW 0.8873
0.618 0.8856
1.000 0.8846
1.618 0.8829
2.618 0.8802
4.250 0.8758
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 0.8887 0.8879
PP 0.8886 0.8873
S1 0.8885 0.8868

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

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