CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 0.8870 0.8859 -0.0011 -0.1% 0.9010
High 0.8870 0.8903 0.0033 0.4% 0.9011
Low 0.8870 0.8859 -0.0011 -0.1% 0.8905
Close 0.8870 0.8894 0.0024 0.3% 0.8909
Range 0.0000 0.0044 0.0044 0.0106
ATR 0.0036 0.0037 0.0001 1.6% 0.0000
Volume 15 3 -12 -80.0% 51
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9017 0.9000 0.8918
R3 0.8973 0.8956 0.8906
R2 0.8929 0.8929 0.8902
R1 0.8912 0.8912 0.8898 0.8921
PP 0.8885 0.8885 0.8885 0.8890
S1 0.8868 0.8868 0.8890 0.8877
S2 0.8841 0.8841 0.8886
S3 0.8797 0.8824 0.8882
S4 0.8753 0.8780 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 0.8961 0.8859 0.0102 1.1% 0.0013 0.1% 34% False True 14
10 0.9120 0.8859 0.0261 2.9% 0.0017 0.2% 13% False True 10
20 0.9129 0.8859 0.0270 3.0% 0.0017 0.2% 13% False True 17
40 0.9161 0.8859 0.0302 3.4% 0.0011 0.1% 12% False True 11
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 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9090
2.618 0.9018
1.618 0.8974
1.000 0.8947
0.618 0.8930
HIGH 0.8903
0.618 0.8886
0.500 0.8881
0.382 0.8876
LOW 0.8859
0.618 0.8832
1.000 0.8815
1.618 0.8788
2.618 0.8744
4.250 0.8672
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 0.8890 0.8892
PP 0.8885 0.8891
S1 0.8881 0.8889

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

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