CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 0.8882 0.8923 0.0041 0.5% 0.8807
High 0.8900 0.8928 0.0028 0.3% 0.8875
Low 0.8873 0.8871 -0.0002 0.0% 0.8800
Close 0.8884 0.8880 -0.0004 0.0% 0.8851
Range 0.0027 0.0057 0.0030 111.1% 0.0075
ATR 0.0043 0.0044 0.0001 2.4% 0.0000
Volume 15 18 3 20.0% 316
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9064 0.9029 0.8911
R3 0.9007 0.8972 0.8896
R2 0.8950 0.8950 0.8890
R1 0.8915 0.8915 0.8885 0.8904
PP 0.8893 0.8893 0.8893 0.8888
S1 0.8858 0.8858 0.8875 0.8847
S2 0.8836 0.8836 0.8870
S3 0.8779 0.8801 0.8864
S4 0.8722 0.8744 0.8849
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 0.8928 0.8830 0.0098 1.1% 0.0025 0.3% 51% True False 32
10 0.8928 0.8775 0.0153 1.7% 0.0037 0.4% 69% True False 52
20 0.8966 0.8761 0.0205 2.3% 0.0043 0.5% 58% False False 41
40 0.9129 0.8761 0.0368 4.1% 0.0030 0.3% 32% False False 29
60 0.9161 0.8761 0.0400 4.5% 0.0022 0.2% 30% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9170
2.618 0.9077
1.618 0.9020
1.000 0.8985
0.618 0.8963
HIGH 0.8928
0.618 0.8906
0.500 0.8900
0.382 0.8893
LOW 0.8871
0.618 0.8836
1.000 0.8814
1.618 0.8779
2.618 0.8722
4.250 0.8629
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 0.8900 0.8882
PP 0.8893 0.8881
S1 0.8887 0.8881

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

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