CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 0.8260 0.8200 -0.0060 -0.7% 0.8211
High 0.8261 0.8256 -0.0005 -0.1% 0.8353
Low 0.8185 0.8198 0.0013 0.2% 0.8185
Close 0.8201 0.8250 0.0049 0.6% 0.8201
Range 0.0076 0.0058 -0.0018 -23.7% 0.0168
ATR 0.0076 0.0075 -0.0001 -1.7% 0.0000
Volume 163 320 157 96.3% 1,423
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 0.8409 0.8387 0.8282
R3 0.8351 0.8329 0.8266
R2 0.8293 0.8293 0.8261
R1 0.8271 0.8271 0.8255 0.8282
PP 0.8235 0.8235 0.8235 0.8240
S1 0.8213 0.8213 0.8245 0.8224
S2 0.8177 0.8177 0.8239
S3 0.8119 0.8155 0.8234
S4 0.8061 0.8097 0.8218
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8750 0.8644 0.8293
R3 0.8582 0.8476 0.8247
R2 0.8414 0.8414 0.8232
R1 0.8308 0.8308 0.8216 0.8277
PP 0.8246 0.8246 0.8246 0.8231
S1 0.8140 0.8140 0.8186 0.8109
S2 0.8078 0.8078 0.8170
S3 0.7910 0.7972 0.8155
S4 0.7742 0.7804 0.8109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8353 0.8185 0.0168 2.0% 0.0073 0.9% 39% False False 250
10 0.8353 0.8112 0.0241 2.9% 0.0068 0.8% 57% False False 282
20 0.8353 0.7880 0.0473 5.7% 0.0077 0.9% 78% False False 371
40 0.8353 0.7777 0.0576 7.0% 0.0076 0.9% 82% False False 297
60 0.8353 0.7777 0.0576 7.0% 0.0069 0.8% 82% False False 249
80 0.8388 0.7777 0.0611 7.4% 0.0068 0.8% 77% False False 203
100 0.8662 0.7777 0.0885 10.7% 0.0060 0.7% 53% False False 172
120 0.8843 0.7777 0.1066 12.9% 0.0051 0.6% 44% False False 146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8503
2.618 0.8408
1.618 0.8350
1.000 0.8314
0.618 0.8292
HIGH 0.8256
0.618 0.8234
0.500 0.8227
0.382 0.8220
LOW 0.8198
0.618 0.8162
1.000 0.8140
1.618 0.8104
2.618 0.8046
4.250 0.7952
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 0.8242 0.8251
PP 0.8235 0.8250
S1 0.8227 0.8250

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

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