CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 0.8133 0.8120 -0.0013 -0.2% 0.8035
High 0.8143 0.8130 -0.0013 -0.2% 0.8195
Low 0.8098 0.8090 -0.0008 -0.1% 0.8017
Close 0.8114 0.8116 0.0002 0.0% 0.8114
Range 0.0045 0.0040 -0.0005 -11.1% 0.0178
ATR 0.0076 0.0073 -0.0003 -3.4% 0.0000
Volume 20,144 4,894 -15,250 -75.7% 334,197
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8232 0.8214 0.8138
R3 0.8192 0.8174 0.8127
R2 0.8152 0.8152 0.8123
R1 0.8134 0.8134 0.8120 0.8123
PP 0.8112 0.8112 0.8112 0.8107
S1 0.8094 0.8094 0.8112 0.8083
S2 0.8072 0.8072 0.8109
S3 0.8032 0.8054 0.8105
S4 0.7992 0.8014 0.8094
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 0.8037 0.0158 1.9% 0.0067 0.8% 50% False False 55,519
10 0.8195 0.7959 0.0236 2.9% 0.0071 0.9% 67% False False 62,043
20 0.8321 0.7957 0.0364 4.5% 0.0075 0.9% 44% False False 60,621
40 0.8386 0.7957 0.0429 5.3% 0.0075 0.9% 37% False False 59,020
60 0.8386 0.7814 0.0572 7.0% 0.0078 1.0% 53% False False 62,096
80 0.8386 0.7781 0.0605 7.5% 0.0080 1.0% 55% False False 54,210
100 0.8386 0.7781 0.0605 7.5% 0.0082 1.0% 55% False False 43,502
120 0.8613 0.7781 0.0832 10.3% 0.0079 1.0% 40% False False 36,301
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 0.8300
2.618 0.8235
1.618 0.8195
1.000 0.8170
0.618 0.8155
HIGH 0.8130
0.618 0.8115
0.500 0.8110
0.382 0.8105
LOW 0.8090
0.618 0.8065
1.000 0.8050
1.618 0.8025
2.618 0.7985
4.250 0.7920
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 0.8114 0.8122
PP 0.8112 0.8120
S1 0.8110 0.8118

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

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