CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 0.8160 0.8132 -0.0028 -0.3% 0.7939
High 0.8170 0.8175 0.0005 0.1% 0.8252
Low 0.8112 0.8132 0.0020 0.2% 0.7895
Close 0.8121 0.8158 0.0037 0.5% 0.8153
Range 0.0058 0.0043 -0.0015 -25.9% 0.0357
ATR 0.0080 0.0078 -0.0002 -2.3% 0.0000
Volume 178 511 333 187.1% 2,454
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8284 0.8264 0.8182
R3 0.8241 0.8221 0.8170
R2 0.8198 0.8198 0.8166
R1 0.8178 0.8178 0.8162 0.8188
PP 0.8155 0.8155 0.8155 0.8160
S1 0.8135 0.8135 0.8154 0.8145
S2 0.8112 0.8112 0.8150
S3 0.8069 0.8092 0.8146
S4 0.8026 0.8049 0.8134
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 0.8107 0.0145 1.8% 0.0074 0.9% 35% False False 643
10 0.8252 0.7880 0.0372 4.6% 0.0083 1.0% 75% False False 481
20 0.8252 0.7809 0.0443 5.4% 0.0075 0.9% 79% False False 375
40 0.8252 0.7777 0.0475 5.8% 0.0073 0.9% 80% False False 291
60 0.8252 0.7777 0.0475 5.8% 0.0069 0.8% 80% False False 227
80 0.8581 0.7777 0.0804 9.9% 0.0063 0.8% 47% False False 179
100 0.8775 0.7777 0.0998 12.2% 0.0055 0.7% 38% False False 151
120 0.8870 0.7777 0.1093 13.4% 0.0047 0.6% 35% False False 131
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8358
2.618 0.8288
1.618 0.8245
1.000 0.8218
0.618 0.8202
HIGH 0.8175
0.618 0.8159
0.500 0.8154
0.382 0.8148
LOW 0.8132
0.618 0.8105
1.000 0.8089
1.618 0.8062
2.618 0.8019
4.250 0.7949
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 0.8157 0.8156
PP 0.8155 0.8154
S1 0.8154 0.8152

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

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