CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 0.7970 0.7919 -0.0051 -0.6% 0.8026
High 0.7975 0.7919 -0.0056 -0.7% 0.8061
Low 0.7878 0.7802 -0.0076 -1.0% 0.7802
Close 0.7913 0.7874 -0.0039 -0.5% 0.7874
Range 0.0097 0.0117 0.0020 20.6% 0.0259
ATR 0.0073 0.0076 0.0003 4.3% 0.0000
Volume 164 351 187 114.0% 1,590
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8216 0.8162 0.7938
R3 0.8099 0.8045 0.7906
R2 0.7982 0.7982 0.7895
R1 0.7928 0.7928 0.7885 0.7897
PP 0.7865 0.7865 0.7865 0.7849
S1 0.7811 0.7811 0.7863 0.7780
S2 0.7748 0.7748 0.7853
S3 0.7631 0.7694 0.7842
S4 0.7514 0.7577 0.7810
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8689 0.8541 0.8016
R3 0.8430 0.8282 0.7945
R2 0.8171 0.8171 0.7921
R1 0.8023 0.8023 0.7898 0.7968
PP 0.7912 0.7912 0.7912 0.7885
S1 0.7764 0.7764 0.7850 0.7709
S2 0.7653 0.7653 0.7827
S3 0.7394 0.7505 0.7803
S4 0.7135 0.7246 0.7732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8061 0.7802 0.0259 3.3% 0.0082 1.0% 28% False True 318
10 0.8340 0.7802 0.0538 6.8% 0.0091 1.2% 13% False True 590
20 0.8563 0.7802 0.0761 9.7% 0.0078 1.0% 9% False True 467
40 0.8775 0.7802 0.0973 12.4% 0.0060 0.8% 7% False True 418
60 0.8876 0.7802 0.1074 13.6% 0.0054 0.7% 7% False True 303
80 0.8961 0.7802 0.1159 14.7% 0.0050 0.6% 6% False True 237
100 0.9120 0.7802 0.1318 16.7% 0.0045 0.6% 5% False True 195
120 0.9161 0.7802 0.1359 17.3% 0.0038 0.5% 5% False True 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8416
2.618 0.8225
1.618 0.8108
1.000 0.8036
0.618 0.7991
HIGH 0.7919
0.618 0.7874
0.500 0.7861
0.382 0.7847
LOW 0.7802
0.618 0.7730
1.000 0.7685
1.618 0.7613
2.618 0.7496
4.250 0.7305
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 0.7870 0.7923
PP 0.7865 0.7907
S1 0.7861 0.7890

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

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