CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 0.8311 0.8318 0.0007 0.1% 0.8175
High 0.8366 0.8330 -0.0036 -0.4% 0.8256
Low 0.8277 0.8237 -0.0040 -0.5% 0.8120
Close 0.8318 0.8268 -0.0050 -0.6% 0.8211
Range 0.0089 0.0093 0.0004 4.5% 0.0136
ATR 0.0084 0.0084 0.0001 0.8% 0.0000
Volume 79,515 74,672 -4,843 -6.1% 273,061
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8557 0.8506 0.8319
R3 0.8464 0.8413 0.8294
R2 0.8371 0.8371 0.8285
R1 0.8320 0.8320 0.8277 0.8299
PP 0.8278 0.8278 0.8278 0.8268
S1 0.8227 0.8227 0.8259 0.8206
S2 0.8185 0.8185 0.8251
S3 0.8092 0.8134 0.8242
S4 0.7999 0.8041 0.8217
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8604 0.8543 0.8286
R3 0.8468 0.8407 0.8248
R2 0.8332 0.8332 0.8236
R1 0.8271 0.8271 0.8223 0.8302
PP 0.8196 0.8196 0.8196 0.8211
S1 0.8135 0.8135 0.8199 0.8166
S2 0.8060 0.8060 0.8186
S3 0.7924 0.7999 0.8174
S4 0.7788 0.7863 0.8136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8366 0.8194 0.0172 2.1% 0.0077 0.9% 43% False False 63,660
10 0.8366 0.8120 0.0246 3.0% 0.0078 0.9% 60% False False 63,454
20 0.8366 0.7888 0.0478 5.8% 0.0082 1.0% 79% False False 65,446
40 0.8366 0.7781 0.0585 7.1% 0.0084 1.0% 83% False False 62,355
60 0.8366 0.7781 0.0585 7.1% 0.0083 1.0% 83% False False 42,010
80 0.8492 0.7781 0.0711 8.6% 0.0084 1.0% 68% False False 31,635
100 0.8730 0.7781 0.0949 11.5% 0.0076 0.9% 51% False False 25,390
120 0.8876 0.7781 0.1095 13.2% 0.0070 0.8% 44% False False 21,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8725
2.618 0.8573
1.618 0.8480
1.000 0.8423
0.618 0.8387
HIGH 0.8330
0.618 0.8294
0.500 0.8284
0.382 0.8273
LOW 0.8237
0.618 0.8180
1.000 0.8144
1.618 0.8087
2.618 0.7994
4.250 0.7842
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 0.8284 0.8302
PP 0.8278 0.8290
S1 0.8273 0.8279

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

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