CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 0.8807 0.8800 -0.0007 -0.1% 0.8877
High 0.8813 0.8862 0.0049 0.6% 0.8877
Low 0.8806 0.8800 -0.0006 -0.1% 0.8761
Close 0.8808 0.8854 0.0046 0.5% 0.8818
Range 0.0007 0.0062 0.0055 785.7% 0.0116
ATR 0.0044 0.0046 0.0001 2.8% 0.0000
Volume 69 127 58 84.1% 214
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9025 0.9001 0.8888
R3 0.8963 0.8939 0.8871
R2 0.8901 0.8901 0.8865
R1 0.8877 0.8877 0.8860 0.8889
PP 0.8839 0.8839 0.8839 0.8845
S1 0.8815 0.8815 0.8848 0.8827
S2 0.8777 0.8777 0.8843
S3 0.8715 0.8753 0.8837
S4 0.8653 0.8691 0.8820
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9108 0.8882
R3 0.9051 0.8992 0.8850
R2 0.8935 0.8935 0.8839
R1 0.8876 0.8876 0.8829 0.8848
PP 0.8819 0.8819 0.8819 0.8804
S1 0.8760 0.8760 0.8807 0.8732
S2 0.8703 0.8703 0.8797
S3 0.8587 0.8644 0.8786
S4 0.8471 0.8528 0.8754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8862 0.8761 0.0101 1.1% 0.0045 0.5% 92% True False 74
10 0.8961 0.8761 0.0200 2.3% 0.0044 0.5% 47% False False 48
20 0.8987 0.8761 0.0226 2.6% 0.0038 0.4% 41% False False 37
40 0.9161 0.8761 0.0400 4.5% 0.0026 0.3% 23% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9126
2.618 0.9024
1.618 0.8962
1.000 0.8924
0.618 0.8900
HIGH 0.8862
0.618 0.8838
0.500 0.8831
0.382 0.8824
LOW 0.8800
0.618 0.8762
1.000 0.8738
1.618 0.8700
2.618 0.8638
4.250 0.8537
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 0.8846 0.8846
PP 0.8839 0.8839
S1 0.8831 0.8831

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

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