CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 0.8035 0.8056 0.0021 0.3% 0.8033
High 0.8074 0.8125 0.0051 0.6% 0.8083
Low 0.8017 0.8037 0.0020 0.2% 0.7957
Close 0.8058 0.8106 0.0048 0.6% 0.8035
Range 0.0057 0.0088 0.0031 54.4% 0.0126
ATR 0.0077 0.0078 0.0001 1.0% 0.0000
Volume 61,492 72,374 10,882 17.7% 331,531
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8353 0.8318 0.8154
R3 0.8265 0.8230 0.8130
R2 0.8177 0.8177 0.8122
R1 0.8142 0.8142 0.8114 0.8160
PP 0.8089 0.8089 0.8089 0.8098
S1 0.8054 0.8054 0.8098 0.8072
S2 0.8001 0.8001 0.8090
S3 0.7913 0.7966 0.8082
S4 0.7825 0.7878 0.8058
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8403 0.8345 0.8104
R3 0.8277 0.8219 0.8070
R2 0.8151 0.8151 0.8058
R1 0.8093 0.8093 0.8047 0.8122
PP 0.8025 0.8025 0.8025 0.8040
S1 0.7967 0.7967 0.8023 0.7996
S2 0.7899 0.7899 0.8012
S3 0.7773 0.7841 0.8000
S4 0.7647 0.7715 0.7966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8125 0.7959 0.0166 2.0% 0.0071 0.9% 89% True False 68,017
10 0.8125 0.7957 0.0168 2.1% 0.0075 0.9% 89% True False 68,122
20 0.8386 0.7957 0.0429 5.3% 0.0077 0.9% 35% False False 61,622
40 0.8386 0.7928 0.0458 5.7% 0.0082 1.0% 39% False False 63,788
60 0.8386 0.7781 0.0605 7.5% 0.0082 1.0% 54% False False 63,953
80 0.8386 0.7781 0.0605 7.5% 0.0080 1.0% 54% False False 51,677
100 0.8435 0.7781 0.0654 8.1% 0.0084 1.0% 50% False False 41,468
120 0.8613 0.7781 0.0832 10.3% 0.0078 1.0% 39% False False 34,627
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 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8499
2.618 0.8355
1.618 0.8267
1.000 0.8213
0.618 0.8179
HIGH 0.8125
0.618 0.8091
0.500 0.8081
0.382 0.8071
LOW 0.8037
0.618 0.7983
1.000 0.7949
1.618 0.7895
2.618 0.7807
4.250 0.7663
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 0.8098 0.8085
PP 0.8089 0.8063
S1 0.8081 0.8042

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

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