CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 0.9120 0.9010 -0.0110 -1.2% 0.8997
High 0.9120 0.9011 -0.0109 -1.2% 0.9120
Low 0.9061 0.9007 -0.0054 -0.6% 0.8990
Close 0.9067 0.9007 -0.0060 -0.7% 0.9067
Range 0.0059 0.0004 -0.0055 -93.2% 0.0130
ATR 0.0036 0.0038 0.0002 4.7% 0.0000
Volume 2 9 7 350.0% 37
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9020 0.9018 0.9009
R3 0.9016 0.9014 0.9008
R2 0.9012 0.9012 0.9008
R1 0.9010 0.9010 0.9007 0.9009
PP 0.9008 0.9008 0.9008 0.9008
S1 0.9006 0.9006 0.9007 0.9005
S2 0.9004 0.9004 0.9006
S3 0.9000 0.9002 0.9006
S4 0.8996 0.8998 0.9005
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 0.9007 0.0113 1.3% 0.0027 0.3% 0% False True 6
10 0.9120 0.8957 0.0163 1.8% 0.0023 0.3% 31% False False 24
20 0.9161 0.8957 0.0204 2.3% 0.0014 0.2% 25% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9028
2.618 0.9021
1.618 0.9017
1.000 0.9015
0.618 0.9013
HIGH 0.9011
0.618 0.9009
0.500 0.9009
0.382 0.9009
LOW 0.9007
0.618 0.9005
1.000 0.9003
1.618 0.9001
2.618 0.8997
4.250 0.8990
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 0.9009 0.9064
PP 0.9008 0.9045
S1 0.9008 0.9026

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

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