CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 0.8223 0.8211 -0.0012 -0.1% 0.8166
High 0.8243 0.8260 0.0017 0.2% 0.8243
Low 0.8197 0.8185 -0.0012 -0.1% 0.8112
Close 0.8201 0.8256 0.0055 0.7% 0.8201
Range 0.0046 0.0075 0.0029 63.0% 0.0131
ATR 0.0076 0.0076 0.0000 -0.1% 0.0000
Volume 243 491 248 102.1% 1,753
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8459 0.8432 0.8297
R3 0.8384 0.8357 0.8277
R2 0.8309 0.8309 0.8270
R1 0.8282 0.8282 0.8263 0.8296
PP 0.8234 0.8234 0.8234 0.8240
S1 0.8207 0.8207 0.8249 0.8221
S2 0.8159 0.8159 0.8242
S3 0.8084 0.8132 0.8235
S4 0.8009 0.8057 0.8215
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8578 0.8521 0.8273
R3 0.8447 0.8390 0.8237
R2 0.8316 0.8316 0.8225
R1 0.8259 0.8259 0.8213 0.8288
PP 0.8185 0.8185 0.8185 0.8200
S1 0.8128 0.8128 0.8189 0.8157
S2 0.8054 0.8054 0.8177
S3 0.7923 0.7997 0.8165
S4 0.7792 0.7866 0.8129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8260 0.8112 0.0148 1.8% 0.0063 0.8% 97% True False 314
10 0.8260 0.7922 0.0338 4.1% 0.0086 1.0% 99% True False 443
20 0.8260 0.7809 0.0451 5.5% 0.0075 0.9% 99% True False 372
40 0.8260 0.7777 0.0483 5.9% 0.0074 0.9% 99% True False 301
60 0.8260 0.7777 0.0483 5.9% 0.0069 0.8% 99% True False 239
80 0.8505 0.7777 0.0728 8.8% 0.0066 0.8% 66% False False 190
100 0.8747 0.7777 0.0970 11.7% 0.0057 0.7% 49% False False 159
120 0.8843 0.7777 0.1066 12.9% 0.0049 0.6% 45% False False 138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8579
2.618 0.8456
1.618 0.8381
1.000 0.8335
0.618 0.8306
HIGH 0.8260
0.618 0.8231
0.500 0.8223
0.382 0.8214
LOW 0.8185
0.618 0.8139
1.000 0.8110
1.618 0.8064
2.618 0.7989
4.250 0.7866
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 0.8245 0.8237
PP 0.8234 0.8218
S1 0.8223 0.8199

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

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