CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 0.8908 0.8864 -0.0044 -0.5% 0.8909
High 0.8908 0.8916 0.0008 0.1% 0.8966
Low 0.8826 0.8864 0.0038 0.4% 0.8826
Close 0.8829 0.8916 0.0087 1.0% 0.8829
Range 0.0082 0.0052 -0.0030 -36.6% 0.0140
ATR 0.0042 0.0045 0.0003 7.6% 0.0000
Volume 34 103 69 202.9% 100
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9055 0.9037 0.8945
R3 0.9003 0.8985 0.8930
R2 0.8951 0.8951 0.8926
R1 0.8933 0.8933 0.8921 0.8942
PP 0.8899 0.8899 0.8899 0.8903
S1 0.8881 0.8881 0.8911 0.8890
S2 0.8847 0.8847 0.8906
S3 0.8795 0.8829 0.8902
S4 0.8743 0.8777 0.8887
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% 0.0048 0.5% 64% False False 36
10 0.8987 0.8826 0.0161 1.8% 0.0030 0.3% 56% False False 24
20 0.9120 0.8826 0.0294 3.3% 0.0026 0.3% 31% False False 24
40 0.9161 0.8826 0.0335 3.8% 0.0015 0.2% 27% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9137
2.618 0.9052
1.618 0.9000
1.000 0.8968
0.618 0.8948
HIGH 0.8916
0.618 0.8896
0.500 0.8890
0.382 0.8884
LOW 0.8864
0.618 0.8832
1.000 0.8812
1.618 0.8780
2.618 0.8728
4.250 0.8643
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 0.8907 0.8909
PP 0.8899 0.8903
S1 0.8890 0.8896

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

View Archives - Comment on this page... - Back to Index of Symbols