CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 0.8970 0.8965 -0.0005 -0.1% 0.8997
High 0.8975 0.8987 0.0012 0.1% 0.9120
Low 0.8970 0.8955 -0.0015 -0.2% 0.8990
Close 0.8975 0.8979 0.0004 0.0% 0.9067
Range 0.0005 0.0032 0.0027 540.0% 0.0130
ATR 0.0038 0.0037 0.0000 -1.1% 0.0000
Volume 6 5 -1 -16.7% 37
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9070 0.9056 0.8997
R3 0.9038 0.9024 0.8988
R2 0.9006 0.9006 0.8985
R1 0.8992 0.8992 0.8982 0.8999
PP 0.8974 0.8974 0.8974 0.8977
S1 0.8960 0.8960 0.8976 0.8967
S2 0.8942 0.8942 0.8973
S3 0.8910 0.8928 0.8970
S4 0.8878 0.8896 0.8961
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 0.8955 0.0165 1.8% 0.0021 0.2% 15% False True 7
10 0.9120 0.8955 0.0165 1.8% 0.0022 0.2% 15% False True 17
20 0.9161 0.8955 0.0206 2.3% 0.0014 0.2% 12% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9123
2.618 0.9071
1.618 0.9039
1.000 0.9019
0.618 0.9007
HIGH 0.8987
0.618 0.8975
0.500 0.8971
0.382 0.8967
LOW 0.8955
0.618 0.8935
1.000 0.8923
1.618 0.8903
2.618 0.8871
4.250 0.8819
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 0.8976 0.8983
PP 0.8974 0.8982
S1 0.8971 0.8980

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

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