CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 0.7946 0.7996 0.0050 0.6% 0.8025
High 0.8002 0.8050 0.0048 0.6% 0.8076
Low 0.7891 0.7995 0.0104 1.3% 0.7953
Close 0.7987 0.8035 0.0048 0.6% 0.7970
Range 0.0111 0.0055 -0.0056 -50.5% 0.0123
ATR 0.0086 0.0084 -0.0002 -1.9% 0.0000
Volume 1,107 1,482 375 33.9% 4,288
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8192 0.8168 0.8065
R3 0.8137 0.8113 0.8050
R2 0.8082 0.8082 0.8045
R1 0.8058 0.8058 0.8040 0.8070
PP 0.8027 0.8027 0.8027 0.8033
S1 0.8003 0.8003 0.8030 0.8015
S2 0.7972 0.7972 0.8025
S3 0.7917 0.7948 0.8020
S4 0.7862 0.7893 0.8005
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8369 0.8292 0.8038
R3 0.8246 0.8169 0.8004
R2 0.8123 0.8123 0.7993
R1 0.8046 0.8046 0.7981 0.8023
PP 0.8000 0.8000 0.8000 0.7988
S1 0.7923 0.7923 0.7959 0.7900
S2 0.7877 0.7877 0.7947
S3 0.7754 0.7800 0.7936
S4 0.7631 0.7677 0.7902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8050 0.7891 0.0159 2.0% 0.0076 0.9% 91% True False 1,238
10 0.8076 0.7868 0.0208 2.6% 0.0076 1.0% 80% False False 907
20 0.8076 0.7802 0.0274 3.4% 0.0093 1.2% 85% False False 793
40 0.8613 0.7802 0.0811 10.1% 0.0081 1.0% 29% False False 606
60 0.8810 0.7802 0.1008 12.5% 0.0071 0.9% 23% False False 534
80 0.8892 0.7802 0.1090 13.6% 0.0061 0.8% 21% False False 413
100 0.8966 0.7802 0.1164 14.5% 0.0058 0.7% 20% False False 338
120 0.9129 0.7802 0.1327 16.5% 0.0051 0.6% 18% False False 285
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8284
2.618 0.8194
1.618 0.8139
1.000 0.8105
0.618 0.8084
HIGH 0.8050
0.618 0.8029
0.500 0.8023
0.382 0.8016
LOW 0.7995
0.618 0.7961
1.000 0.7940
1.618 0.7906
2.618 0.7851
4.250 0.7761
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 0.8031 0.8014
PP 0.8027 0.7992
S1 0.8023 0.7971

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

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