CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 0.8187 0.8192 0.0005 0.1% 0.8319
High 0.8213 0.8211 -0.0002 0.0% 0.8321
Low 0.8164 0.8112 -0.0052 -0.6% 0.8112
Close 0.8190 0.8126 -0.0064 -0.8% 0.8126
Range 0.0049 0.0099 0.0050 102.0% 0.0209
ATR 0.0077 0.0079 0.0002 2.0% 0.0000
Volume 35,828 51,795 15,967 44.6% 253,506
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8447 0.8385 0.8180
R3 0.8348 0.8286 0.8153
R2 0.8249 0.8249 0.8144
R1 0.8187 0.8187 0.8135 0.8169
PP 0.8150 0.8150 0.8150 0.8140
S1 0.8088 0.8088 0.8117 0.8070
S2 0.8051 0.8051 0.8108
S3 0.7952 0.7989 0.8099
S4 0.7853 0.7890 0.8072
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8813 0.8679 0.8241
R3 0.8604 0.8470 0.8183
R2 0.8395 0.8395 0.8164
R1 0.8261 0.8261 0.8145 0.8224
PP 0.8186 0.8186 0.8186 0.8168
S1 0.8052 0.8052 0.8107 0.8015
S2 0.7977 0.7977 0.8088
S3 0.7768 0.7843 0.8069
S4 0.7559 0.7634 0.8011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8321 0.8112 0.0209 2.6% 0.0079 1.0% 7% False True 50,701
10 0.8386 0.8112 0.0274 3.4% 0.0073 0.9% 5% False True 52,136
20 0.8386 0.8112 0.0274 3.4% 0.0078 1.0% 5% False True 56,441
40 0.8386 0.7814 0.0572 7.0% 0.0080 1.0% 55% False False 60,547
60 0.8386 0.7781 0.0605 7.4% 0.0081 1.0% 57% False False 56,190
80 0.8386 0.7781 0.0605 7.4% 0.0084 1.0% 57% False False 42,344
100 0.8613 0.7781 0.0832 10.2% 0.0082 1.0% 41% False False 33,965
120 0.8796 0.7781 0.1015 12.5% 0.0076 0.9% 34% False False 28,370
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8632
2.618 0.8470
1.618 0.8371
1.000 0.8310
0.618 0.8272
HIGH 0.8211
0.618 0.8173
0.500 0.8162
0.382 0.8150
LOW 0.8112
0.618 0.8051
1.000 0.8013
1.618 0.7952
2.618 0.7853
4.250 0.7691
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 0.8162 0.8163
PP 0.8150 0.8150
S1 0.8138 0.8138

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

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