CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 0.8054 0.8025 -0.0029 -0.4% 0.7986
High 0.8064 0.8030 -0.0034 -0.4% 0.8039
Low 0.8016 0.7955 -0.0061 -0.8% 0.7868
Close 0.8038 0.7995 -0.0043 -0.5% 0.8008
Range 0.0048 0.0075 0.0027 56.3% 0.0171
ATR 0.0086 0.0086 0.0000 -0.3% 0.0000
Volume 277 667 390 140.8% 2,237
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8218 0.8182 0.8036
R3 0.8143 0.8107 0.8016
R2 0.8068 0.8068 0.8009
R1 0.8032 0.8032 0.8002 0.8013
PP 0.7993 0.7993 0.7993 0.7984
S1 0.7957 0.7957 0.7988 0.7938
S2 0.7918 0.7918 0.7981
S3 0.7843 0.7882 0.7974
S4 0.7768 0.7807 0.7954
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8485 0.8417 0.8102
R3 0.8314 0.8246 0.8055
R2 0.8143 0.8143 0.8039
R1 0.8075 0.8075 0.8024 0.8109
PP 0.7972 0.7972 0.7972 0.7989
S1 0.7904 0.7904 0.7992 0.7938
S2 0.7801 0.7801 0.7977
S3 0.7630 0.7733 0.7961
S4 0.7459 0.7562 0.7914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8076 0.7899 0.0177 2.2% 0.0078 1.0% 54% False False 588
10 0.8076 0.7868 0.0208 2.6% 0.0084 1.1% 61% False False 578
20 0.8095 0.7802 0.0293 3.7% 0.0089 1.1% 66% False False 672
40 0.8613 0.7802 0.0811 10.1% 0.0076 1.0% 24% False False 483
60 0.8876 0.7802 0.1074 13.4% 0.0068 0.9% 18% False False 447
80 0.8928 0.7802 0.1126 14.1% 0.0059 0.7% 17% False False 345
100 0.8966 0.7802 0.1164 14.6% 0.0055 0.7% 17% False False 284
120 0.9152 0.7802 0.1350 16.9% 0.0048 0.6% 14% False False 239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8349
2.618 0.8226
1.618 0.8151
1.000 0.8105
0.618 0.8076
HIGH 0.8030
0.618 0.8001
0.500 0.7993
0.382 0.7984
LOW 0.7955
0.618 0.7909
1.000 0.7880
1.618 0.7834
2.618 0.7759
4.250 0.7636
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 0.7994 0.8016
PP 0.7993 0.8009
S1 0.7993 0.8002

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

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