CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 0.8245 0.8260 0.0015 0.2% 0.8200
High 0.8275 0.8273 -0.0002 0.0% 0.8357
Low 0.8223 0.8223 0.0000 0.0% 0.8198
Close 0.8253 0.8254 0.0001 0.0% 0.8253
Range 0.0052 0.0050 -0.0002 -3.8% 0.0159
ATR 0.0076 0.0074 -0.0002 -2.4% 0.0000
Volume 437 384 -53 -12.1% 1,381
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 0.8400 0.8377 0.8282
R3 0.8350 0.8327 0.8268
R2 0.8300 0.8300 0.8263
R1 0.8277 0.8277 0.8259 0.8264
PP 0.8250 0.8250 0.8250 0.8243
S1 0.8227 0.8227 0.8249 0.8214
S2 0.8200 0.8200 0.8245
S3 0.8150 0.8177 0.8240
S4 0.8100 0.8127 0.8227
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 0.8209 0.0148 1.8% 0.0073 0.9% 30% False False 289
10 0.8357 0.8185 0.0172 2.1% 0.0073 0.9% 40% False False 269
20 0.8357 0.7922 0.0435 5.3% 0.0079 1.0% 76% False False 356
40 0.8357 0.7777 0.0580 7.0% 0.0078 0.9% 82% False False 300
60 0.8357 0.7777 0.0580 7.0% 0.0070 0.9% 82% False False 268
80 0.8357 0.7777 0.0580 7.0% 0.0070 0.8% 82% False False 220
100 0.8586 0.7777 0.0809 9.8% 0.0062 0.8% 59% False False 182
120 0.8843 0.7777 0.1066 12.9% 0.0054 0.7% 45% False False 158
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8486
2.618 0.8404
1.618 0.8354
1.000 0.8323
0.618 0.8304
HIGH 0.8273
0.618 0.8254
0.500 0.8248
0.382 0.8242
LOW 0.8223
0.618 0.8192
1.000 0.8173
1.618 0.8142
2.618 0.8092
4.250 0.8011
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 0.8252 0.8253
PP 0.8250 0.8252
S1 0.8248 0.8251

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

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