CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 0.9010 0.8970 -0.0040 -0.4% 0.8997
High 0.9011 0.8975 -0.0036 -0.4% 0.9120
Low 0.9007 0.8970 -0.0037 -0.4% 0.8990
Close 0.9007 0.8975 -0.0032 -0.4% 0.9067
Range 0.0004 0.0005 0.0001 25.0% 0.0130
ATR 0.0038 0.0038 0.0000 -0.2% 0.0000
Volume 9 6 -3 -33.3% 37
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8988 0.8987 0.8978
R3 0.8983 0.8982 0.8976
R2 0.8978 0.8978 0.8976
R1 0.8977 0.8977 0.8975 0.8978
PP 0.8973 0.8973 0.8973 0.8974
S1 0.8972 0.8972 0.8975 0.8973
S2 0.8968 0.8968 0.8974
S3 0.8963 0.8967 0.8974
S4 0.8958 0.8962 0.8972
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 0.8970 0.0150 1.7% 0.0019 0.2% 3% False True 7
10 0.9120 0.8957 0.0163 1.8% 0.0022 0.2% 11% False False 22
20 0.9161 0.8957 0.0204 2.3% 0.0014 0.2% 9% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8996
2.618 0.8988
1.618 0.8983
1.000 0.8980
0.618 0.8978
HIGH 0.8975
0.618 0.8973
0.500 0.8973
0.382 0.8972
LOW 0.8970
0.618 0.8967
1.000 0.8965
1.618 0.8962
2.618 0.8957
4.250 0.8949
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 0.8974 0.9045
PP 0.8973 0.9022
S1 0.8973 0.8998

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

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