CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 0.8269 0.8261 -0.0008 -0.1% 0.8215
High 0.8284 0.8344 0.0060 0.7% 0.8370
Low 0.8230 0.8255 0.0025 0.3% 0.8205
Close 0.8264 0.8331 0.0067 0.8% 0.8263
Range 0.0054 0.0089 0.0035 64.8% 0.0165
ATR 0.0082 0.0082 0.0001 0.6% 0.0000
Volume 42,610 49,320 6,710 15.7% 288,107
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 0.8577 0.8543 0.8380
R3 0.8488 0.8454 0.8355
R2 0.8399 0.8399 0.8347
R1 0.8365 0.8365 0.8339 0.8382
PP 0.8310 0.8310 0.8310 0.8319
S1 0.8276 0.8276 0.8323 0.8293
S2 0.8221 0.8221 0.8315
S3 0.8132 0.8187 0.8307
S4 0.8043 0.8098 0.8282
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8774 0.8684 0.8354
R3 0.8609 0.8519 0.8308
R2 0.8444 0.8444 0.8293
R1 0.8354 0.8354 0.8278 0.8399
PP 0.8279 0.8279 0.8279 0.8302
S1 0.8189 0.8189 0.8248 0.8234
S2 0.8114 0.8114 0.8233
S3 0.7949 0.8024 0.8218
S4 0.7784 0.7859 0.8172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8370 0.8217 0.0153 1.8% 0.0080 1.0% 75% False False 56,430
10 0.8370 0.8188 0.0182 2.2% 0.0083 1.0% 79% False False 58,928
20 0.8370 0.7948 0.0422 5.1% 0.0087 1.0% 91% False False 65,388
40 0.8370 0.7781 0.0589 7.1% 0.0086 1.0% 93% False False 64,508
60 0.8370 0.7781 0.0589 7.1% 0.0081 1.0% 93% False False 49,175
80 0.8370 0.7781 0.0589 7.1% 0.0086 1.0% 93% False False 37,044
100 0.8613 0.7781 0.0832 10.0% 0.0079 0.9% 66% False False 29,719
120 0.8876 0.7781 0.1095 13.1% 0.0073 0.9% 50% False False 24,795
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8722
2.618 0.8577
1.618 0.8488
1.000 0.8433
0.618 0.8399
HIGH 0.8344
0.618 0.8310
0.500 0.8300
0.382 0.8289
LOW 0.8255
0.618 0.8200
1.000 0.8166
1.618 0.8111
2.618 0.8022
4.250 0.7877
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 0.8321 0.8316
PP 0.8310 0.8302
S1 0.8300 0.8287

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

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