CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 0.8909 0.8870 -0.0039 -0.4% 0.9010
High 0.8919 0.8870 -0.0049 -0.5% 0.9011
Low 0.8909 0.8870 -0.0039 -0.4% 0.8905
Close 0.8915 0.8870 -0.0045 -0.5% 0.8909
Range 0.0010 0.0000 -0.0010 -100.0% 0.0106
ATR 0.0035 0.0036 0.0001 1.9% 0.0000
Volume 22 15 -7 -31.8% 51
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8870 0.8870 0.8870
R3 0.8870 0.8870 0.8870
R2 0.8870 0.8870 0.8870
R1 0.8870 0.8870 0.8870 0.8870
PP 0.8870 0.8870 0.8870 0.8870
S1 0.8870 0.8870 0.8870 0.8870
S2 0.8870 0.8870 0.8870
S3 0.8870 0.8870 0.8870
S4 0.8870 0.8870 0.8870
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9260 0.9190 0.8967
R3 0.9154 0.9084 0.8938
R2 0.9048 0.9048 0.8928
R1 0.8978 0.8978 0.8919 0.8960
PP 0.8942 0.8942 0.8942 0.8933
S1 0.8872 0.8872 0.8899 0.8854
S2 0.8836 0.8836 0.8890
S3 0.8730 0.8766 0.8880
S4 0.8624 0.8660 0.8851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8987 0.8870 0.0117 1.3% 0.0011 0.1% 0% False True 14
10 0.9120 0.8870 0.0250 2.8% 0.0015 0.2% 0% False True 10
20 0.9129 0.8870 0.0259 2.9% 0.0015 0.2% 0% False True 17
40 0.9161 0.8870 0.0291 3.3% 0.0010 0.1% 0% False True 11
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8870
2.618 0.8870
1.618 0.8870
1.000 0.8870
0.618 0.8870
HIGH 0.8870
0.618 0.8870
0.500 0.8870
0.382 0.8870
LOW 0.8870
0.618 0.8870
1.000 0.8870
1.618 0.8870
2.618 0.8870
4.250 0.8870
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 0.8870 0.8895
PP 0.8870 0.8886
S1 0.8870 0.8878

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

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