CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 0.8884 0.8843 -0.0041 -0.5% 0.8836
High 0.8892 0.8843 -0.0049 -0.6% 0.8928
Low 0.8874 0.8800 -0.0074 -0.8% 0.8800
Close 0.8881 0.8818 -0.0063 -0.7% 0.8818
Range 0.0018 0.0043 0.0025 138.9% 0.0128
ATR 0.0042 0.0045 0.0003 6.7% 0.0000
Volume 55 21 -34 -61.8% 129
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8949 0.8927 0.8842
R3 0.8906 0.8884 0.8830
R2 0.8863 0.8863 0.8826
R1 0.8841 0.8841 0.8822 0.8831
PP 0.8820 0.8820 0.8820 0.8815
S1 0.8798 0.8798 0.8814 0.8788
S2 0.8777 0.8777 0.8810
S3 0.8734 0.8755 0.8806
S4 0.8691 0.8712 0.8794
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9233 0.9153 0.8888
R3 0.9105 0.9025 0.8853
R2 0.8977 0.8977 0.8841
R1 0.8897 0.8897 0.8830 0.8873
PP 0.8849 0.8849 0.8849 0.8837
S1 0.8769 0.8769 0.8806 0.8745
S2 0.8721 0.8721 0.8795
S3 0.8593 0.8641 0.8783
S4 0.8465 0.8513 0.8748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8928 0.8800 0.0128 1.5% 0.0031 0.4% 14% False True 25
10 0.8928 0.8800 0.0128 1.5% 0.0033 0.4% 14% False True 44
20 0.8961 0.8761 0.0200 2.3% 0.0039 0.4% 29% False False 42
40 0.9120 0.8761 0.0359 4.1% 0.0032 0.4% 16% False False 31
60 0.9161 0.8761 0.0400 4.5% 0.0022 0.3% 14% False False 23
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9026
2.618 0.8956
1.618 0.8913
1.000 0.8886
0.618 0.8870
HIGH 0.8843
0.618 0.8827
0.500 0.8822
0.382 0.8816
LOW 0.8800
0.618 0.8773
1.000 0.8757
1.618 0.8730
2.618 0.8687
4.250 0.8617
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 0.8822 0.8864
PP 0.8820 0.8849
S1 0.8819 0.8833

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

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