CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 0.7988 0.8031 0.0043 0.5% 0.8013
High 0.8033 0.8064 0.0031 0.4% 0.8073
Low 0.7949 0.8007 0.0058 0.7% 0.7946
Close 0.8025 0.8048 0.0023 0.3% 0.8025
Range 0.0084 0.0057 -0.0027 -32.1% 0.0127
ATR 0.0074 0.0073 -0.0001 -1.6% 0.0000
Volume 7,230 13,562 6,332 87.6% 21,613
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8211 0.8186 0.8079
R3 0.8154 0.8129 0.8064
R2 0.8097 0.8097 0.8058
R1 0.8072 0.8072 0.8053 0.8085
PP 0.8040 0.8040 0.8040 0.8046
S1 0.8015 0.8015 0.8043 0.8028
S2 0.7983 0.7983 0.8038
S3 0.7926 0.7958 0.8032
S4 0.7869 0.7901 0.8017
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 0.7949 0.0124 1.5% 0.0072 0.9% 80% False False 6,582
10 0.8132 0.7946 0.0186 2.3% 0.0076 0.9% 55% False False 4,351
20 0.8375 0.7946 0.0429 5.3% 0.0069 0.9% 24% False False 2,404
40 0.8375 0.7895 0.0480 6.0% 0.0074 0.9% 32% False False 1,377
60 0.8375 0.7777 0.0598 7.4% 0.0075 0.9% 45% False False 998
80 0.8375 0.7777 0.0598 7.4% 0.0070 0.9% 45% False False 798
100 0.8383 0.7777 0.0606 7.5% 0.0070 0.9% 45% False False 653
120 0.8586 0.7777 0.0809 10.1% 0.0063 0.8% 33% False False 549
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8306
2.618 0.8213
1.618 0.8156
1.000 0.8121
0.618 0.8099
HIGH 0.8064
0.618 0.8042
0.500 0.8036
0.382 0.8029
LOW 0.8007
0.618 0.7972
1.000 0.7950
1.618 0.7915
2.618 0.7858
4.250 0.7765
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 0.8044 0.8034
PP 0.8040 0.8020
S1 0.8036 0.8007

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

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