CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 0.8850 0.8775 -0.0075 -0.8% 0.8864
High 0.8850 0.8815 -0.0035 -0.4% 0.8961
Low 0.8797 0.8761 -0.0036 -0.4% 0.8860
Close 0.8802 0.8808 0.0006 0.1% 0.8864
Range 0.0053 0.0054 0.0001 1.9% 0.0101
ATR 0.0046 0.0046 0.0001 1.3% 0.0000
Volume 5 14 9 180.0% 194
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8957 0.8936 0.8838
R3 0.8903 0.8882 0.8823
R2 0.8849 0.8849 0.8818
R1 0.8828 0.8828 0.8813 0.8839
PP 0.8795 0.8795 0.8795 0.8800
S1 0.8774 0.8774 0.8803 0.8785
S2 0.8741 0.8741 0.8798
S3 0.8687 0.8720 0.8793
S4 0.8633 0.8666 0.8778
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 0.8761 0.0200 2.3% 0.0042 0.5% 24% False True 22
10 0.8966 0.8761 0.0205 2.3% 0.0049 0.6% 23% False True 30
20 0.9120 0.8761 0.0359 4.1% 0.0033 0.4% 13% False True 20
40 0.9161 0.8761 0.0400 4.5% 0.0022 0.2% 12% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9045
2.618 0.8956
1.618 0.8902
1.000 0.8869
0.618 0.8848
HIGH 0.8815
0.618 0.8794
0.500 0.8788
0.382 0.8782
LOW 0.8761
0.618 0.8728
1.000 0.8707
1.618 0.8674
2.618 0.8620
4.250 0.8532
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 0.8801 0.8819
PP 0.8795 0.8815
S1 0.8788 0.8812

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

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