CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 0.8149 0.8133 -0.0016 -0.2% 0.8035
High 0.8154 0.8143 -0.0011 -0.1% 0.8195
Low 0.8092 0.8098 0.0006 0.1% 0.8017
Close 0.8142 0.8114 -0.0028 -0.3% 0.8114
Range 0.0062 0.0045 -0.0017 -27.4% 0.0178
ATR 0.0078 0.0076 -0.0002 -3.0% 0.0000
Volume 86,933 20,144 -66,789 -76.8% 334,197
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8253 0.8229 0.8139
R3 0.8208 0.8184 0.8126
R2 0.8163 0.8163 0.8122
R1 0.8139 0.8139 0.8118 0.8129
PP 0.8118 0.8118 0.8118 0.8113
S1 0.8094 0.8094 0.8110 0.8084
S2 0.8073 0.8073 0.8106
S3 0.8028 0.8049 0.8102
S4 0.7983 0.8004 0.8089
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8643 0.8556 0.8212
R3 0.8465 0.8378 0.8163
R2 0.8287 0.8287 0.8147
R1 0.8200 0.8200 0.8130 0.8244
PP 0.8109 0.8109 0.8109 0.8130
S1 0.8022 0.8022 0.8098 0.8066
S2 0.7931 0.7931 0.8081
S3 0.7753 0.7844 0.8065
S4 0.7575 0.7666 0.8016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8195 0.8017 0.0178 2.2% 0.0070 0.9% 54% False False 66,839
10 0.8195 0.7957 0.0238 2.9% 0.0075 0.9% 66% False False 66,572
20 0.8343 0.7957 0.0386 4.8% 0.0076 0.9% 41% False False 63,125
40 0.8386 0.7957 0.0429 5.3% 0.0077 1.0% 37% False False 61,327
60 0.8386 0.7814 0.0572 7.0% 0.0080 1.0% 52% False False 63,265
80 0.8386 0.7781 0.0605 7.5% 0.0080 1.0% 55% False False 54,157
100 0.8386 0.7781 0.0605 7.5% 0.0083 1.0% 55% False False 43,461
120 0.8613 0.7781 0.0832 10.3% 0.0079 1.0% 40% False False 36,261
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8334
2.618 0.8261
1.618 0.8216
1.000 0.8188
0.618 0.8171
HIGH 0.8143
0.618 0.8126
0.500 0.8121
0.382 0.8115
LOW 0.8098
0.618 0.8070
1.000 0.8053
1.618 0.8025
2.618 0.7980
4.250 0.7907
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 0.8121 0.8144
PP 0.8118 0.8134
S1 0.8116 0.8124

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

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