CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 0.8265 0.8292 0.0027 0.3% 0.8211
High 0.8357 0.8292 -0.0065 -0.8% 0.8353
Low 0.8265 0.8209 -0.0056 -0.7% 0.8185
Close 0.8285 0.8225 -0.0060 -0.7% 0.8201
Range 0.0092 0.0083 -0.0009 -9.8% 0.0168
ATR 0.0077 0.0077 0.0000 0.5% 0.0000
Volume 214 330 116 54.2% 1,423
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 0.8491 0.8441 0.8271
R3 0.8408 0.8358 0.8248
R2 0.8325 0.8325 0.8240
R1 0.8275 0.8275 0.8233 0.8259
PP 0.8242 0.8242 0.8242 0.8234
S1 0.8192 0.8192 0.8217 0.8176
S2 0.8159 0.8159 0.8210
S3 0.8076 0.8109 0.8202
S4 0.7993 0.8026 0.8179
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 0.8357 0.8185 0.0172 2.1% 0.0079 1.0% 23% False False 221
10 0.8357 0.8185 0.0172 2.1% 0.0075 0.9% 23% False False 261
20 0.8357 0.7880 0.0477 5.8% 0.0080 1.0% 72% False False 341
40 0.8357 0.7777 0.0580 7.1% 0.0078 0.9% 77% False False 291
60 0.8357 0.7777 0.0580 7.1% 0.0070 0.8% 77% False False 256
80 0.8383 0.7777 0.0606 7.4% 0.0070 0.9% 74% False False 210
100 0.8586 0.7777 0.0809 9.8% 0.0062 0.7% 55% False False 176
120 0.8843 0.7777 0.1066 13.0% 0.0053 0.6% 42% False False 151
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8645
2.618 0.8509
1.618 0.8426
1.000 0.8375
0.618 0.8343
HIGH 0.8292
0.618 0.8260
0.500 0.8251
0.382 0.8241
LOW 0.8209
0.618 0.8158
1.000 0.8126
1.618 0.8075
2.618 0.7992
4.250 0.7856
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 0.8251 0.8283
PP 0.8242 0.8264
S1 0.8234 0.8244

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

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