CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 0.8923 0.8884 -0.0039 -0.4% 0.8807
High 0.8928 0.8892 -0.0036 -0.4% 0.8875
Low 0.8871 0.8874 0.0003 0.0% 0.8800
Close 0.8880 0.8881 0.0001 0.0% 0.8851
Range 0.0057 0.0018 -0.0039 -68.4% 0.0075
ATR 0.0044 0.0042 -0.0002 -4.2% 0.0000
Volume 18 55 37 205.6% 316
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8936 0.8927 0.8891
R3 0.8918 0.8909 0.8886
R2 0.8900 0.8900 0.8884
R1 0.8891 0.8891 0.8883 0.8887
PP 0.8882 0.8882 0.8882 0.8880
S1 0.8873 0.8873 0.8879 0.8869
S2 0.8864 0.8864 0.8878
S3 0.8846 0.8855 0.8876
S4 0.8828 0.8837 0.8871
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 0.8835 0.0093 1.0% 0.0025 0.3% 49% False False 32
10 0.8928 0.8800 0.0128 1.4% 0.0033 0.4% 63% False False 55
20 0.8961 0.8761 0.0200 2.3% 0.0041 0.5% 60% False False 43
40 0.9127 0.8761 0.0366 4.1% 0.0030 0.3% 33% False False 30
60 0.9161 0.8761 0.0400 4.5% 0.0022 0.2% 30% False False 22
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8969
2.618 0.8939
1.618 0.8921
1.000 0.8910
0.618 0.8903
HIGH 0.8892
0.618 0.8885
0.500 0.8883
0.382 0.8881
LOW 0.8874
0.618 0.8863
1.000 0.8856
1.618 0.8845
2.618 0.8827
4.250 0.8798
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 0.8883 0.8900
PP 0.8882 0.8893
S1 0.8882 0.8887

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

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