CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 0.8172 0.8187 0.0015 0.2% 0.8269
High 0.8213 0.8213 0.0000 0.0% 0.8386
Low 0.8156 0.8164 0.0008 0.1% 0.8230
Close 0.8200 0.8190 -0.0010 -0.1% 0.8324
Range 0.0057 0.0049 -0.0008 -14.0% 0.0156
ATR 0.0079 0.0077 -0.0002 -2.7% 0.0000
Volume 56,493 35,828 -20,665 -36.6% 267,861
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 0.8336 0.8312 0.8217
R3 0.8287 0.8263 0.8203
R2 0.8238 0.8238 0.8199
R1 0.8214 0.8214 0.8194 0.8226
PP 0.8189 0.8189 0.8189 0.8195
S1 0.8165 0.8165 0.8186 0.8177
S2 0.8140 0.8140 0.8181
S3 0.8091 0.8116 0.8177
S4 0.8042 0.8067 0.8163
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8781 0.8709 0.8410
R3 0.8625 0.8553 0.8367
R2 0.8469 0.8469 0.8353
R1 0.8397 0.8397 0.8338 0.8433
PP 0.8313 0.8313 0.8313 0.8332
S1 0.8241 0.8241 0.8310 0.8277
S2 0.8157 0.8157 0.8295
S3 0.8001 0.8085 0.8281
S4 0.7845 0.7929 0.8238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8343 0.8156 0.0187 2.3% 0.0071 0.9% 18% False False 51,336
10 0.8386 0.8156 0.0230 2.8% 0.0070 0.9% 15% False False 53,929
20 0.8386 0.8156 0.0230 2.8% 0.0076 0.9% 15% False False 56,551
40 0.8386 0.7814 0.0572 7.0% 0.0079 1.0% 66% False False 61,222
60 0.8386 0.7781 0.0605 7.4% 0.0081 1.0% 68% False False 55,342
80 0.8386 0.7781 0.0605 7.4% 0.0084 1.0% 68% False False 41,705
100 0.8613 0.7781 0.0832 10.2% 0.0081 1.0% 49% False False 33,448
120 0.8810 0.7781 0.1029 12.6% 0.0076 0.9% 40% False False 27,938
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8421
2.618 0.8341
1.618 0.8292
1.000 0.8262
0.618 0.8243
HIGH 0.8213
0.618 0.8194
0.500 0.8189
0.382 0.8183
LOW 0.8164
0.618 0.8134
1.000 0.8115
1.618 0.8085
2.618 0.8036
4.250 0.7956
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 0.8190 0.8199
PP 0.8189 0.8196
S1 0.8189 0.8193

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

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