CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 0.8014 0.7988 -0.0026 -0.3% 0.8013
High 0.8027 0.8033 0.0006 0.1% 0.8073
Low 0.7985 0.7949 -0.0036 -0.5% 0.7946
Close 0.7991 0.8025 0.0034 0.4% 0.8025
Range 0.0042 0.0084 0.0042 100.0% 0.0127
ATR 0.0073 0.0074 0.0001 1.1% 0.0000
Volume 2,237 7,230 4,993 223.2% 21,613
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8254 0.8224 0.8071
R3 0.8170 0.8140 0.8048
R2 0.8086 0.8086 0.8040
R1 0.8056 0.8056 0.8033 0.8071
PP 0.8002 0.8002 0.8002 0.8010
S1 0.7972 0.7972 0.8017 0.7987
S2 0.7918 0.7918 0.8010
S3 0.7834 0.7888 0.8002
S4 0.7750 0.7804 0.7979
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8396 0.8337 0.8095
R3 0.8269 0.8210 0.8060
R2 0.8142 0.8142 0.8048
R1 0.8083 0.8083 0.8037 0.8113
PP 0.8015 0.8015 0.8015 0.8029
S1 0.7956 0.7956 0.8013 0.7986
S2 0.7888 0.7888 0.8002
S3 0.7761 0.7829 0.7990
S4 0.7634 0.7702 0.7955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8073 0.7946 0.0127 1.6% 0.0076 0.9% 62% False False 4,322
10 0.8198 0.7946 0.0252 3.1% 0.0080 1.0% 31% False False 3,019
20 0.8375 0.7946 0.0429 5.3% 0.0068 0.9% 18% False False 1,747
40 0.8375 0.7880 0.0495 6.2% 0.0074 0.9% 29% False False 1,044
60 0.8375 0.7777 0.0598 7.5% 0.0075 0.9% 41% False False 777
80 0.8375 0.7777 0.0598 7.5% 0.0070 0.9% 41% False False 629
100 0.8383 0.7777 0.0606 7.6% 0.0070 0.9% 41% False False 517
120 0.8586 0.7777 0.0809 10.1% 0.0063 0.8% 31% False False 438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8390
2.618 0.8253
1.618 0.8169
1.000 0.8117
0.618 0.8085
HIGH 0.8033
0.618 0.8001
0.500 0.7991
0.382 0.7981
LOW 0.7949
0.618 0.7897
1.000 0.7865
1.618 0.7813
2.618 0.7729
4.250 0.7592
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 0.8014 0.8018
PP 0.8002 0.8011
S1 0.7991 0.8004

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

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