CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 0.8938 0.8908 -0.0030 -0.3% 0.8909
High 0.8966 0.8908 -0.0058 -0.6% 0.8966
Low 0.8905 0.8826 -0.0079 -0.9% 0.8826
Close 0.8908 0.8829 -0.0079 -0.9% 0.8829
Range 0.0061 0.0082 0.0021 34.4% 0.0140
ATR 0.0039 0.0042 0.0003 7.8% 0.0000
Volume 26 34 8 30.8% 100
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9100 0.9047 0.8874
R3 0.9018 0.8965 0.8852
R2 0.8936 0.8936 0.8844
R1 0.8883 0.8883 0.8837 0.8869
PP 0.8854 0.8854 0.8854 0.8847
S1 0.8801 0.8801 0.8821 0.8787
S2 0.8772 0.8772 0.8814
S3 0.8690 0.8719 0.8806
S4 0.8608 0.8637 0.8784
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9294 0.9201 0.8906
R3 0.9154 0.9061 0.8868
R2 0.9014 0.9014 0.8855
R1 0.8921 0.8921 0.8842 0.8898
PP 0.8874 0.8874 0.8874 0.8862
S1 0.8781 0.8781 0.8816 0.8758
S2 0.8734 0.8734 0.8803
S3 0.8594 0.8641 0.8791
S4 0.8454 0.8501 0.8752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8966 0.8826 0.0140 1.6% 0.0039 0.4% 2% False True 20
10 0.9011 0.8826 0.0185 2.1% 0.0025 0.3% 2% False True 15
20 0.9120 0.8826 0.0294 3.3% 0.0024 0.3% 1% False True 19
40 0.9161 0.8826 0.0335 3.8% 0.0014 0.2% 1% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.9257
2.618 0.9123
1.618 0.9041
1.000 0.8990
0.618 0.8959
HIGH 0.8908
0.618 0.8877
0.500 0.8867
0.382 0.8857
LOW 0.8826
0.618 0.8775
1.000 0.8744
1.618 0.8693
2.618 0.8611
4.250 0.8478
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 0.8867 0.8896
PP 0.8854 0.8874
S1 0.8842 0.8851

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

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