CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 0.8105 0.8149 0.0044 0.5% 0.8033
High 0.8195 0.8154 -0.0041 -0.5% 0.8083
Low 0.8095 0.8092 -0.0003 0.0% 0.7957
Close 0.8154 0.8142 -0.0012 -0.1% 0.8035
Range 0.0100 0.0062 -0.0038 -38.0% 0.0126
ATR 0.0080 0.0078 -0.0001 -1.6% 0.0000
Volume 93,254 86,933 -6,321 -6.8% 331,531
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8315 0.8291 0.8176
R3 0.8253 0.8229 0.8159
R2 0.8191 0.8191 0.8153
R1 0.8167 0.8167 0.8148 0.8148
PP 0.8129 0.8129 0.8129 0.8120
S1 0.8105 0.8105 0.8136 0.8086
S2 0.8067 0.8067 0.8131
S3 0.8005 0.8043 0.8125
S4 0.7943 0.7981 0.8108
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 0.8195 0.7959 0.0236 2.9% 0.0079 1.0% 78% False False 79,535
10 0.8195 0.7957 0.0238 2.9% 0.0078 1.0% 78% False False 72,339
20 0.8386 0.7957 0.0429 5.3% 0.0077 0.9% 43% False False 64,988
40 0.8386 0.7957 0.0429 5.3% 0.0079 1.0% 43% False False 63,640
60 0.8386 0.7781 0.0605 7.4% 0.0083 1.0% 60% False False 64,819
80 0.8386 0.7781 0.0605 7.4% 0.0080 1.0% 60% False False 53,908
100 0.8386 0.7781 0.0605 7.4% 0.0084 1.0% 60% False False 43,263
120 0.8613 0.7781 0.0832 10.2% 0.0079 1.0% 43% False False 36,126
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8418
2.618 0.8316
1.618 0.8254
1.000 0.8216
0.618 0.8192
HIGH 0.8154
0.618 0.8130
0.500 0.8123
0.382 0.8116
LOW 0.8092
0.618 0.8054
1.000 0.8030
1.618 0.7992
2.618 0.7930
4.250 0.7829
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 0.8136 0.8133
PP 0.8129 0.8125
S1 0.8123 0.8116

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

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