CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 0.8289 0.8210 -0.0079 -1.0% 0.8260
High 0.8292 0.8229 -0.0063 -0.8% 0.8375
Low 0.8205 0.8150 -0.0055 -0.7% 0.8223
Close 0.8207 0.8169 -0.0038 -0.5% 0.8313
Range 0.0087 0.0079 -0.0008 -9.2% 0.0152
ATR 0.0073 0.0073 0.0000 0.6% 0.0000
Volume 413 581 168 40.7% 1,412
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 0.8420 0.8373 0.8212
R3 0.8341 0.8294 0.8191
R2 0.8262 0.8262 0.8183
R1 0.8215 0.8215 0.8176 0.8199
PP 0.8183 0.8183 0.8183 0.8175
S1 0.8136 0.8136 0.8162 0.8120
S2 0.8104 0.8104 0.8155
S3 0.8025 0.8057 0.8147
S4 0.7946 0.7978 0.8126
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 0.8150 0.0225 2.8% 0.0066 0.8% 8% False True 376
10 0.8375 0.8150 0.0225 2.8% 0.0066 0.8% 8% False True 338
20 0.8375 0.8132 0.0243 3.0% 0.0068 0.8% 15% False False 305
40 0.8375 0.7809 0.0566 6.9% 0.0072 0.9% 64% False False 330
60 0.8375 0.7777 0.0598 7.3% 0.0072 0.9% 66% False False 292
80 0.8375 0.7777 0.0598 7.3% 0.0069 0.8% 66% False False 240
100 0.8581 0.7777 0.0804 9.8% 0.0064 0.8% 49% False False 199
120 0.8843 0.7777 0.1066 13.0% 0.0057 0.7% 37% False False 173
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8565
2.618 0.8436
1.618 0.8357
1.000 0.8308
0.618 0.8278
HIGH 0.8229
0.618 0.8199
0.500 0.8190
0.382 0.8180
LOW 0.8150
0.618 0.8101
1.000 0.8071
1.618 0.8022
2.618 0.7943
4.250 0.7814
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 0.8190 0.8237
PP 0.8183 0.8214
S1 0.8176 0.8192

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

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