CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 0.8120 0.8111 -0.0009 -0.1% 0.8035
High 0.8130 0.8124 -0.0006 -0.1% 0.8195
Low 0.8090 0.8102 0.0012 0.1% 0.8017
Close 0.8116 0.8117 0.0001 0.0% 0.8114
Range 0.0040 0.0022 -0.0018 -45.0% 0.0178
ATR 0.0073 0.0070 -0.0004 -5.0% 0.0000
Volume 4,894 890 -4,004 -81.8% 334,197
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8180 0.8171 0.8129
R3 0.8158 0.8149 0.8123
R2 0.8136 0.8136 0.8121
R1 0.8127 0.8127 0.8119 0.8132
PP 0.8114 0.8114 0.8114 0.8117
S1 0.8105 0.8105 0.8115 0.8110
S2 0.8092 0.8092 0.8113
S3 0.8070 0.8083 0.8111
S4 0.8048 0.8061 0.8105
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 0.8090 0.0105 1.3% 0.0054 0.7% 26% False False 41,223
10 0.8195 0.7959 0.0236 2.9% 0.0062 0.8% 67% False False 54,620
20 0.8241 0.7957 0.0284 3.5% 0.0071 0.9% 56% False False 58,315
40 0.8386 0.7957 0.0429 5.3% 0.0074 0.9% 37% False False 57,804
60 0.8386 0.7814 0.0572 7.0% 0.0077 0.9% 53% False False 60,667
80 0.8386 0.7781 0.0605 7.5% 0.0079 1.0% 56% False False 54,193
100 0.8386 0.7781 0.0605 7.5% 0.0081 1.0% 56% False False 43,488
120 0.8613 0.7781 0.0832 10.3% 0.0078 1.0% 40% False False 36,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 0.8218
2.618 0.8182
1.618 0.8160
1.000 0.8146
0.618 0.8138
HIGH 0.8124
0.618 0.8116
0.500 0.8113
0.382 0.8110
LOW 0.8102
0.618 0.8088
1.000 0.8080
1.618 0.8066
2.618 0.8044
4.250 0.8009
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 0.8116 0.8117
PP 0.8114 0.8117
S1 0.8113 0.8117

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

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