CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 0.9065 0.9120 0.0055 0.6% 0.8997
High 0.9070 0.9120 0.0050 0.6% 0.9120
Low 0.9065 0.9061 -0.0004 0.0% 0.8990
Close 0.9070 0.9067 -0.0003 0.0% 0.9067
Range 0.0005 0.0059 0.0054 1,080.0% 0.0130
ATR 0.0034 0.0036 0.0002 5.1% 0.0000
Volume 14 2 -12 -85.7% 37
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9260 0.9222 0.9099
R3 0.9201 0.9163 0.9083
R2 0.9142 0.9142 0.9078
R1 0.9104 0.9104 0.9072 0.9094
PP 0.9083 0.9083 0.9083 0.9077
S1 0.9045 0.9045 0.9062 0.9035
S2 0.9024 0.9024 0.9056
S3 0.8965 0.8986 0.9051
S4 0.8906 0.8927 0.9035
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9449 0.9388 0.9139
R3 0.9319 0.9258 0.9103
R2 0.9189 0.9189 0.9091
R1 0.9128 0.9128 0.9079 0.9159
PP 0.9059 0.9059 0.9059 0.9074
S1 0.8998 0.8998 0.9055 0.9029
S2 0.8929 0.8929 0.9043
S3 0.8799 0.8868 0.9031
S4 0.8669 0.8738 0.8996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9120 0.8990 0.0130 1.4% 0.0027 0.3% 59% True False 7
10 0.9120 0.8957 0.0163 1.8% 0.0023 0.3% 67% True False 24
20 0.9161 0.8957 0.0204 2.2% 0.0014 0.2% 54% False False 15
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 0.0002
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.9371
2.618 0.9274
1.618 0.9215
1.000 0.9179
0.618 0.9156
HIGH 0.9120
0.618 0.9097
0.500 0.9091
0.382 0.9084
LOW 0.9061
0.618 0.9025
1.000 0.9002
1.618 0.8966
2.618 0.8907
4.250 0.8810
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 0.9091 0.9088
PP 0.9083 0.9081
S1 0.9075 0.9074

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

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