CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 0.8349 0.8323 -0.0026 -0.3% 0.8260
High 0.8375 0.8324 -0.0051 -0.6% 0.8375
Low 0.8315 0.8275 -0.0040 -0.5% 0.8223
Close 0.8322 0.8313 -0.0009 -0.1% 0.8313
Range 0.0060 0.0049 -0.0011 -18.3% 0.0152
ATR 0.0072 0.0070 -0.0002 -2.3% 0.0000
Volume 278 376 98 35.3% 1,412
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8451 0.8431 0.8340
R3 0.8402 0.8382 0.8326
R2 0.8353 0.8353 0.8322
R1 0.8333 0.8333 0.8317 0.8319
PP 0.8304 0.8304 0.8304 0.8297
S1 0.8284 0.8284 0.8309 0.8270
S2 0.8255 0.8255 0.8304
S3 0.8206 0.8235 0.8300
S4 0.8157 0.8186 0.8286
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8760 0.8688 0.8397
R3 0.8608 0.8536 0.8355
R2 0.8456 0.8456 0.8341
R1 0.8384 0.8384 0.8327 0.8420
PP 0.8304 0.8304 0.8304 0.8322
S1 0.8232 0.8232 0.8299 0.8268
S2 0.8152 0.8152 0.8285
S3 0.8000 0.8080 0.8271
S4 0.7848 0.7928 0.8229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8375 0.8223 0.0152 1.8% 0.0054 0.6% 59% False False 282
10 0.8375 0.8198 0.0177 2.1% 0.0064 0.8% 65% False False 279
20 0.8375 0.8112 0.0263 3.2% 0.0065 0.8% 76% False False 298
40 0.8375 0.7809 0.0566 6.8% 0.0071 0.9% 89% False False 310
60 0.8375 0.7777 0.0598 7.2% 0.0071 0.9% 90% False False 276
80 0.8375 0.7777 0.0598 7.2% 0.0068 0.8% 90% False False 229
100 0.8581 0.7777 0.0804 9.7% 0.0063 0.8% 67% False False 190
120 0.8843 0.7777 0.1066 12.8% 0.0056 0.7% 50% False False 166
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8532
2.618 0.8452
1.618 0.8403
1.000 0.8373
0.618 0.8354
HIGH 0.8324
0.618 0.8305
0.500 0.8300
0.382 0.8294
LOW 0.8275
0.618 0.8245
1.000 0.8226
1.618 0.8196
2.618 0.8147
4.250 0.8067
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 0.8309 0.8325
PP 0.8304 0.8321
S1 0.8300 0.8317

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

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