CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 0.7940 0.7941 0.0001 0.0% 0.8020
High 0.7949 0.7953 0.0004 0.1% 0.8065
Low 0.7888 0.7900 0.0012 0.2% 0.7888
Close 0.7938 0.7931 -0.0007 -0.1% 0.7938
Range 0.0061 0.0053 -0.0008 -13.1% 0.0177
ATR 0.0080 0.0078 -0.0002 -2.4% 0.0000
Volume 57,322 49,693 -7,629 -13.3% 274,154
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8087 0.8062 0.7960
R3 0.8034 0.8009 0.7946
R2 0.7981 0.7981 0.7941
R1 0.7956 0.7956 0.7936 0.7942
PP 0.7928 0.7928 0.7928 0.7921
S1 0.7903 0.7903 0.7926 0.7889
S2 0.7875 0.7875 0.7921
S3 0.7822 0.7850 0.7916
S4 0.7769 0.7797 0.7902
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8495 0.8393 0.8035
R3 0.8318 0.8216 0.7987
R2 0.8141 0.8141 0.7970
R1 0.8039 0.8039 0.7954 0.8002
PP 0.7964 0.7964 0.7964 0.7945
S1 0.7862 0.7862 0.7922 0.7825
S2 0.7787 0.7787 0.7906
S3 0.7610 0.7685 0.7889
S4 0.7433 0.7508 0.7841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8065 0.7888 0.0177 2.2% 0.0067 0.8% 24% False False 57,460
10 0.8065 0.7814 0.0251 3.2% 0.0067 0.8% 47% False False 56,084
20 0.8065 0.7781 0.0284 3.6% 0.0082 1.0% 53% False False 64,284
40 0.8076 0.7781 0.0295 3.7% 0.0077 1.0% 51% False False 39,567
60 0.8435 0.7781 0.0654 8.2% 0.0086 1.1% 23% False False 26,588
80 0.8613 0.7781 0.0832 10.5% 0.0076 1.0% 18% False False 20,046
100 0.8876 0.7781 0.1095 13.8% 0.0070 0.9% 14% False False 16,070
120 0.8928 0.7781 0.1147 14.5% 0.0064 0.8% 13% False False 13,399
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8178
2.618 0.8092
1.618 0.8039
1.000 0.8006
0.618 0.7986
HIGH 0.7953
0.618 0.7933
0.500 0.7927
0.382 0.7920
LOW 0.7900
0.618 0.7867
1.000 0.7847
1.618 0.7814
2.618 0.7761
4.250 0.7675
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 0.7930 0.7938
PP 0.7928 0.7935
S1 0.7927 0.7933

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

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