CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 0.8997 0.9024 0.0027 0.3% 0.9060
High 0.8997 0.9052 0.0055 0.6% 0.9075
Low 0.8990 0.9010 0.0020 0.2% 0.8957
Close 0.8990 0.9051 0.0061 0.7% 0.8957
Range 0.0007 0.0042 0.0035 500.0% 0.0118
ATR 0.0034 0.0036 0.0002 5.7% 0.0000
Volume 14 3 -11 -78.6% 203
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9164 0.9149 0.9074
R3 0.9122 0.9107 0.9063
R2 0.9080 0.9080 0.9059
R1 0.9065 0.9065 0.9055 0.9073
PP 0.9038 0.9038 0.9038 0.9041
S1 0.9023 0.9023 0.9047 0.9031
S2 0.8996 0.8996 0.9043
S3 0.8954 0.8981 0.9039
S4 0.8912 0.8939 0.9028
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9350 0.9272 0.9022
R3 0.9232 0.9154 0.8989
R2 0.9114 0.9114 0.8979
R1 0.9036 0.9036 0.8968 0.9016
PP 0.8996 0.8996 0.8996 0.8987
S1 0.8918 0.8918 0.8946 0.8898
S2 0.8878 0.8878 0.8935
S3 0.8760 0.8800 0.8925
S4 0.8642 0.8682 0.8892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9075 0.8957 0.0118 1.3% 0.0024 0.3% 80% False False 37
10 0.9129 0.8957 0.0172 1.9% 0.0014 0.2% 55% False False 24
20 0.9161 0.8957 0.0204 2.3% 0.0010 0.1% 46% False False 16
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 0.0001
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.9231
2.618 0.9162
1.618 0.9120
1.000 0.9094
0.618 0.9078
HIGH 0.9052
0.618 0.9036
0.500 0.9031
0.382 0.9026
LOW 0.9010
0.618 0.8984
1.000 0.8968
1.618 0.8942
2.618 0.8900
4.250 0.8832
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 0.9044 0.9036
PP 0.9038 0.9020
S1 0.9031 0.9005

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

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