CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 0.8026 0.7992 -0.0034 -0.4% 0.8320
High 0.8042 0.8061 0.0019 0.2% 0.8340
Low 0.7994 0.7986 -0.0008 -0.1% 0.8015
Close 0.8016 0.8052 0.0036 0.4% 0.8032
Range 0.0048 0.0075 0.0027 56.3% 0.0325
ATR 0.0069 0.0069 0.0000 0.7% 0.0000
Volume 295 143 -152 -51.5% 3,847
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8258 0.8230 0.8093
R3 0.8183 0.8155 0.8073
R2 0.8108 0.8108 0.8066
R1 0.8080 0.8080 0.8059 0.8094
PP 0.8033 0.8033 0.8033 0.8040
S1 0.8005 0.8005 0.8045 0.8019
S2 0.7958 0.7958 0.8038
S3 0.7883 0.7930 0.8031
S4 0.7808 0.7855 0.8011
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.9104 0.8893 0.8211
R3 0.8779 0.8568 0.8121
R2 0.8454 0.8454 0.8092
R1 0.8243 0.8243 0.8062 0.8186
PP 0.8129 0.8129 0.8129 0.8101
S1 0.7918 0.7918 0.8002 0.7861
S2 0.7804 0.7804 0.7972
S3 0.7479 0.7593 0.7943
S4 0.7154 0.7268 0.7853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8275 0.7986 0.0289 3.6% 0.0091 1.1% 23% False True 771
10 0.8435 0.7986 0.0449 5.6% 0.0085 1.0% 15% False True 583
20 0.8613 0.7986 0.0627 7.8% 0.0069 0.9% 11% False True 419
40 0.8810 0.7986 0.0824 10.2% 0.0060 0.7% 8% False True 405
60 0.8892 0.7986 0.0906 11.3% 0.0051 0.6% 7% False True 286
80 0.8966 0.7986 0.0980 12.2% 0.0049 0.6% 7% False True 225
100 0.9129 0.7986 0.1143 14.2% 0.0042 0.5% 6% False True 183
120 0.9161 0.7986 0.1175 14.6% 0.0036 0.4% 6% False True 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8380
2.618 0.8257
1.618 0.8182
1.000 0.8136
0.618 0.8107
HIGH 0.8061
0.618 0.8032
0.500 0.8024
0.382 0.8015
LOW 0.7986
0.618 0.7940
1.000 0.7911
1.618 0.7865
2.618 0.7790
4.250 0.7667
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 0.8043 0.8044
PP 0.8033 0.8036
S1 0.8024 0.8028

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

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