CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 0.8106 0.8103 -0.0003 0.0% 0.8031
High 0.8119 0.8129 0.0010 0.1% 0.8183
Low 0.8077 0.8087 0.0010 0.1% 0.8007
Close 0.8104 0.8108 0.0004 0.0% 0.8102
Range 0.0042 0.0042 0.0000 0.0% 0.0176
ATR 0.0070 0.0068 -0.0002 -2.9% 0.0000
Volume 49,180 41,316 -7,864 -16.0% 166,176
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8234 0.8213 0.8131
R3 0.8192 0.8171 0.8120
R2 0.8150 0.8150 0.8116
R1 0.8129 0.8129 0.8112 0.8140
PP 0.8108 0.8108 0.8108 0.8113
S1 0.8087 0.8087 0.8104 0.8098
S2 0.8066 0.8066 0.8100
S3 0.8024 0.8045 0.8096
S4 0.7982 0.8003 0.8085
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8625 0.8540 0.8199
R3 0.8449 0.8364 0.8150
R2 0.8273 0.8273 0.8134
R1 0.8188 0.8188 0.8118 0.8231
PP 0.8097 0.8097 0.8097 0.8119
S1 0.8012 0.8012 0.8086 0.8055
S2 0.7921 0.7921 0.8070
S3 0.7745 0.7836 0.8054
S4 0.7569 0.7660 0.8005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8183 0.8077 0.0106 1.3% 0.0058 0.7% 29% False False 44,724
10 0.8183 0.7949 0.0234 2.9% 0.0064 0.8% 68% False False 26,889
20 0.8229 0.7946 0.0283 3.5% 0.0070 0.9% 57% False False 14,468
40 0.8375 0.7946 0.0429 5.3% 0.0069 0.8% 38% False False 7,376
60 0.8375 0.7809 0.0566 7.0% 0.0071 0.9% 53% False False 5,034
80 0.8375 0.7777 0.0598 7.4% 0.0071 0.9% 55% False False 3,829
100 0.8375 0.7777 0.0598 7.4% 0.0069 0.8% 55% False False 3,081
120 0.8581 0.7777 0.0804 9.9% 0.0064 0.8% 41% False False 2,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Fibonacci Retracements and Extensions
4.250 0.8308
2.618 0.8239
1.618 0.8197
1.000 0.8171
0.618 0.8155
HIGH 0.8129
0.618 0.8113
0.500 0.8108
0.382 0.8103
LOW 0.8087
0.618 0.8061
1.000 0.8045
1.618 0.8019
2.618 0.7977
4.250 0.7909
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 0.8108 0.8107
PP 0.8108 0.8106
S1 0.8108 0.8105

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

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