CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 0.8939 0.8860 -0.0079 -0.9% 0.8864
High 0.8961 0.8896 -0.0065 -0.7% 0.8961
Low 0.8900 0.8860 -0.0040 -0.4% 0.8860
Close 0.8900 0.8864 -0.0036 -0.4% 0.8864
Range 0.0061 0.0036 -0.0025 -41.0% 0.0101
ATR 0.0047 0.0046 0.0000 -1.0% 0.0000
Volume 4 55 51 1,275.0% 194
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8981 0.8959 0.8884
R3 0.8945 0.8923 0.8874
R2 0.8909 0.8909 0.8871
R1 0.8887 0.8887 0.8867 0.8898
PP 0.8873 0.8873 0.8873 0.8879
S1 0.8851 0.8851 0.8861 0.8862
S2 0.8837 0.8837 0.8857
S3 0.8801 0.8815 0.8854
S4 0.8765 0.8779 0.8844
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9198 0.9132 0.8920
R3 0.9097 0.9031 0.8892
R2 0.8996 0.8996 0.8883
R1 0.8930 0.8930 0.8873 0.8915
PP 0.8895 0.8895 0.8895 0.8887
S1 0.8829 0.8829 0.8855 0.8814
S2 0.8794 0.8794 0.8845
S3 0.8693 0.8728 0.8836
S4 0.8592 0.8627 0.8808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8961 0.8860 0.0101 1.1% 0.0047 0.5% 4% False True 38
10 0.8966 0.8826 0.0140 1.6% 0.0043 0.5% 27% False False 29
20 0.9120 0.8826 0.0294 3.3% 0.0031 0.4% 13% False False 19
40 0.9161 0.8826 0.0335 3.8% 0.0019 0.2% 11% False False 17
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9049
2.618 0.8990
1.618 0.8954
1.000 0.8932
0.618 0.8918
HIGH 0.8896
0.618 0.8882
0.500 0.8878
0.382 0.8874
LOW 0.8860
0.618 0.8838
1.000 0.8824
1.618 0.8802
2.618 0.8766
4.250 0.8707
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 0.8878 0.8911
PP 0.8873 0.8895
S1 0.8869 0.8880

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

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