CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 0.8138 0.8162 0.0024 0.3% 0.7941
High 0.8188 0.8244 0.0056 0.7% 0.8267
Low 0.8132 0.8144 0.0012 0.1% 0.7900
Close 0.8168 0.8231 0.0063 0.8% 0.8163
Range 0.0056 0.0100 0.0044 78.6% 0.0367
ATR 0.0086 0.0087 0.0001 1.2% 0.0000
Volume 46,676 62,154 15,478 33.2% 445,655
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8506 0.8469 0.8286
R3 0.8406 0.8369 0.8259
R2 0.8306 0.8306 0.8249
R1 0.8269 0.8269 0.8240 0.8288
PP 0.8206 0.8206 0.8206 0.8216
S1 0.8169 0.8169 0.8222 0.8188
S2 0.8106 0.8106 0.8213
S3 0.8006 0.8069 0.8204
S4 0.7906 0.7969 0.8176
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.9211 0.9054 0.8365
R3 0.8844 0.8687 0.8264
R2 0.8477 0.8477 0.8230
R1 0.8320 0.8320 0.8197 0.8399
PP 0.8110 0.8110 0.8110 0.8149
S1 0.7953 0.7953 0.8129 0.8032
S2 0.7743 0.7743 0.8096
S3 0.7376 0.7586 0.8062
S4 0.7009 0.7219 0.7961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8267 0.8120 0.0147 1.8% 0.0079 1.0% 76% False False 63,249
10 0.8267 0.7888 0.0379 4.6% 0.0092 1.1% 91% False False 72,202
20 0.8267 0.7814 0.0453 5.5% 0.0083 1.0% 92% False False 65,892
40 0.8267 0.7781 0.0486 5.9% 0.0083 1.0% 93% False False 54,738
60 0.8267 0.7781 0.0486 5.9% 0.0087 1.1% 93% False False 36,756
80 0.8613 0.7781 0.0832 10.1% 0.0082 1.0% 54% False False 27,672
100 0.8810 0.7781 0.1029 12.5% 0.0076 0.9% 44% False False 22,215
120 0.8892 0.7781 0.1111 13.5% 0.0069 0.8% 41% False False 18,521
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8669
2.618 0.8506
1.618 0.8406
1.000 0.8344
0.618 0.8306
HIGH 0.8244
0.618 0.8206
0.500 0.8194
0.382 0.8182
LOW 0.8144
0.618 0.8082
1.000 0.8044
1.618 0.7982
2.618 0.7882
4.250 0.7719
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 0.8219 0.8215
PP 0.8206 0.8198
S1 0.8194 0.8182

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

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