CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 0.8292 0.8245 -0.0047 -0.6% 0.8200
High 0.8292 0.8275 -0.0017 -0.2% 0.8357
Low 0.8209 0.8223 0.0014 0.2% 0.8198
Close 0.8225 0.8253 0.0028 0.3% 0.8253
Range 0.0083 0.0052 -0.0031 -37.3% 0.0159
ATR 0.0077 0.0076 -0.0002 -2.4% 0.0000
Volume 330 437 107 32.4% 1,381
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8406 0.8382 0.8282
R3 0.8354 0.8330 0.8267
R2 0.8302 0.8302 0.8263
R1 0.8278 0.8278 0.8258 0.8290
PP 0.8250 0.8250 0.8250 0.8257
S1 0.8226 0.8226 0.8248 0.8238
S2 0.8198 0.8198 0.8243
S3 0.8146 0.8174 0.8239
S4 0.8094 0.8122 0.8224
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8746 0.8659 0.8340
R3 0.8587 0.8500 0.8297
R2 0.8428 0.8428 0.8282
R1 0.8341 0.8341 0.8268 0.8385
PP 0.8269 0.8269 0.8269 0.8291
S1 0.8182 0.8182 0.8238 0.8226
S2 0.8110 0.8110 0.8224
S3 0.7951 0.8023 0.8209
S4 0.7792 0.7864 0.8166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8357 0.8198 0.0159 1.9% 0.0074 0.9% 35% False False 276
10 0.8357 0.8185 0.0172 2.1% 0.0075 0.9% 40% False False 280
20 0.8357 0.7895 0.0462 5.6% 0.0079 1.0% 77% False False 350
40 0.8357 0.7777 0.0580 7.0% 0.0077 0.9% 82% False False 296
60 0.8357 0.7777 0.0580 7.0% 0.0070 0.8% 82% False False 262
80 0.8383 0.7777 0.0606 7.3% 0.0070 0.8% 79% False False 215
100 0.8586 0.7777 0.0809 9.8% 0.0062 0.7% 59% False False 178
120 0.8843 0.7777 0.1066 12.9% 0.0054 0.6% 45% False False 154
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 0.0012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8496
2.618 0.8411
1.618 0.8359
1.000 0.8327
0.618 0.8307
HIGH 0.8275
0.618 0.8255
0.500 0.8249
0.382 0.8243
LOW 0.8223
0.618 0.8191
1.000 0.8171
1.618 0.8139
2.618 0.8087
4.250 0.8002
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 0.8252 0.8283
PP 0.8250 0.8273
S1 0.8249 0.8263

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

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