CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 0.8860 0.8877 0.0017 0.2% 0.8864
High 0.8896 0.8877 -0.0019 -0.2% 0.8961
Low 0.8860 0.8870 0.0010 0.1% 0.8860
Close 0.8864 0.8870 0.0006 0.1% 0.8864
Range 0.0036 0.0007 -0.0029 -80.6% 0.0101
ATR 0.0046 0.0044 -0.0002 -5.1% 0.0000
Volume 55 35 -20 -36.4% 194
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8893 0.8889 0.8874
R3 0.8886 0.8882 0.8872
R2 0.8879 0.8879 0.8871
R1 0.8875 0.8875 0.8871 0.8874
PP 0.8872 0.8872 0.8872 0.8872
S1 0.8868 0.8868 0.8869 0.8867
S2 0.8865 0.8865 0.8869
S3 0.8858 0.8861 0.8868
S4 0.8851 0.8854 0.8866
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% 0.0038 0.4% 10% False False 25
10 0.8966 0.8826 0.0140 1.6% 0.0043 0.5% 31% False False 30
20 0.9120 0.8826 0.0294 3.3% 0.0031 0.4% 15% False False 20
40 0.9161 0.8826 0.0335 3.8% 0.0019 0.2% 13% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8907
2.618 0.8895
1.618 0.8888
1.000 0.8884
0.618 0.8881
HIGH 0.8877
0.618 0.8874
0.500 0.8874
0.382 0.8873
LOW 0.8870
0.618 0.8866
1.000 0.8863
1.618 0.8859
2.618 0.8852
4.250 0.8840
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 0.8874 0.8911
PP 0.8872 0.8897
S1 0.8871 0.8884

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

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