CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 0.9060 0.9013 -0.0047 -0.5% 0.9097
High 0.9060 0.9030 -0.0030 -0.3% 0.9129
Low 0.9055 0.9013 -0.0042 -0.5% 0.9092
Close 0.9060 0.9029 -0.0031 -0.3% 0.9127
Range 0.0005 0.0017 0.0012 240.0% 0.0037
ATR 0.0028 0.0029 0.0001 5.0% 0.0000
Volume 9 25 16 177.8% 33
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9075 0.9069 0.9038
R3 0.9058 0.9052 0.9034
R2 0.9041 0.9041 0.9032
R1 0.9035 0.9035 0.9031 0.9038
PP 0.9024 0.9024 0.9024 0.9026
S1 0.9018 0.9018 0.9027 0.9021
S2 0.9007 0.9007 0.9026
S3 0.8990 0.9001 0.9024
S4 0.8973 0.8984 0.9020
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9227 0.9214 0.9147
R3 0.9190 0.9177 0.9137
R2 0.9153 0.9153 0.9134
R1 0.9140 0.9140 0.9130 0.9147
PP 0.9116 0.9116 0.9116 0.9119
S1 0.9103 0.9103 0.9124 0.9110
S2 0.9079 0.9079 0.9120
S3 0.9042 0.9066 0.9117
S4 0.9005 0.9029 0.9107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9129 0.9013 0.0116 1.3% 0.0004 0.0% 14% False True 12
10 0.9161 0.9013 0.0148 1.6% 0.0007 0.1% 11% False True 8
20 0.9161 0.9013 0.0148 1.6% 0.0005 0.1% 11% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9102
2.618 0.9075
1.618 0.9058
1.000 0.9047
0.618 0.9041
HIGH 0.9030
0.618 0.9024
0.500 0.9022
0.382 0.9019
LOW 0.9013
0.618 0.9002
1.000 0.8996
1.618 0.8985
2.618 0.8968
4.250 0.8941
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 0.9027 0.9070
PP 0.9024 0.9056
S1 0.9022 0.9043

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

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