CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 0.8062 0.8101 0.0039 0.5% 0.8142
High 0.8113 0.8112 -0.0001 0.0% 0.8173
Low 0.8054 0.8056 0.0002 0.0% 0.8039
Close 0.8108 0.8107 -0.0001 0.0% 0.8107
Range 0.0059 0.0056 -0.0003 -5.1% 0.0134
ATR 0.0069 0.0068 -0.0001 -1.4% 0.0000
Volume 45,204 51,099 5,895 13.0% 276,433
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8260 0.8239 0.8138
R3 0.8204 0.8183 0.8122
R2 0.8148 0.8148 0.8117
R1 0.8127 0.8127 0.8112 0.8138
PP 0.8092 0.8092 0.8092 0.8097
S1 0.8071 0.8071 0.8102 0.8082
S2 0.8036 0.8036 0.8097
S3 0.7980 0.8015 0.8092
S4 0.7924 0.7959 0.8076
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8508 0.8442 0.8181
R3 0.8374 0.8308 0.8144
R2 0.8240 0.8240 0.8132
R1 0.8174 0.8174 0.8119 0.8140
PP 0.8106 0.8106 0.8106 0.8090
S1 0.8040 0.8040 0.8095 0.8006
S2 0.7972 0.7972 0.8082
S3 0.7838 0.7906 0.8070
S4 0.7704 0.7772 0.8033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8173 0.8039 0.0134 1.7% 0.0067 0.8% 51% False False 55,286
10 0.8235 0.8039 0.0196 2.4% 0.0064 0.8% 35% False False 56,122
20 0.8235 0.7946 0.0289 3.6% 0.0069 0.8% 56% False False 37,450
40 0.8375 0.7946 0.0429 5.3% 0.0069 0.8% 38% False False 19,086
60 0.8375 0.7880 0.0495 6.1% 0.0071 0.9% 46% False False 12,846
80 0.8375 0.7777 0.0598 7.4% 0.0072 0.9% 55% False False 9,690
100 0.8375 0.7777 0.0598 7.4% 0.0068 0.8% 55% False False 7,779
120 0.8421 0.7777 0.0644 7.9% 0.0068 0.8% 51% False False 6,494
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8350
2.618 0.8259
1.618 0.8203
1.000 0.8168
0.618 0.8147
HIGH 0.8112
0.618 0.8091
0.500 0.8084
0.382 0.8077
LOW 0.8056
0.618 0.8021
1.000 0.8000
1.618 0.7965
2.618 0.7909
4.250 0.7818
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 0.8099 0.8101
PP 0.8092 0.8094
S1 0.8084 0.8088

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

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