CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 0.8189 0.8166 -0.0023 -0.3% 0.7939
High 0.8252 0.8192 -0.0060 -0.7% 0.8252
Low 0.8139 0.8147 0.0008 0.1% 0.7895
Close 0.8153 0.8160 0.0007 0.1% 0.8153
Range 0.0113 0.0045 -0.0068 -60.2% 0.0357
ATR 0.0084 0.0081 -0.0003 -3.3% 0.0000
Volume 1,001 673 -328 -32.8% 2,454
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8301 0.8276 0.8185
R3 0.8256 0.8231 0.8172
R2 0.8211 0.8211 0.8168
R1 0.8186 0.8186 0.8164 0.8176
PP 0.8166 0.8166 0.8166 0.8162
S1 0.8141 0.8141 0.8156 0.8131
S2 0.8121 0.8121 0.8152
S3 0.8076 0.8096 0.8148
S4 0.8031 0.8051 0.8135
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.9171 0.9019 0.8349
R3 0.8814 0.8662 0.8251
R2 0.8457 0.8457 0.8218
R1 0.8305 0.8305 0.8186 0.8381
PP 0.8100 0.8100 0.8100 0.8138
S1 0.7948 0.7948 0.8120 0.8024
S2 0.7743 0.7743 0.8088
S3 0.7386 0.7591 0.8055
S4 0.7029 0.7234 0.7957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8252 0.7922 0.0330 4.0% 0.0109 1.3% 72% False False 572
10 0.8252 0.7880 0.0372 4.6% 0.0087 1.1% 75% False False 460
20 0.8252 0.7809 0.0443 5.4% 0.0075 0.9% 79% False False 349
40 0.8252 0.7777 0.0475 5.8% 0.0074 0.9% 81% False False 281
60 0.8252 0.7777 0.0475 5.8% 0.0069 0.8% 81% False False 217
80 0.8581 0.7777 0.0804 9.9% 0.0062 0.8% 48% False False 171
100 0.8843 0.7777 0.1066 13.1% 0.0054 0.7% 36% False False 145
120 0.8911 0.7777 0.1134 13.9% 0.0047 0.6% 34% False False 125
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8383
2.618 0.8310
1.618 0.8265
1.000 0.8237
0.618 0.8220
HIGH 0.8192
0.618 0.8175
0.500 0.8170
0.382 0.8164
LOW 0.8147
0.618 0.8119
1.000 0.8102
1.618 0.8074
2.618 0.8029
4.250 0.7956
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 0.8170 0.8180
PP 0.8166 0.8173
S1 0.8163 0.8167

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

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