CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 0.8775 0.8775 0.0000 0.0% 0.8864
High 0.8815 0.8836 0.0021 0.2% 0.8961
Low 0.8761 0.8775 0.0014 0.2% 0.8860
Close 0.8808 0.8832 0.0024 0.3% 0.8864
Range 0.0054 0.0061 0.0007 13.0% 0.0101
ATR 0.0046 0.0047 0.0001 2.2% 0.0000
Volume 14 30 16 114.3% 194
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8997 0.8976 0.8866
R3 0.8936 0.8915 0.8849
R2 0.8875 0.8875 0.8843
R1 0.8854 0.8854 0.8838 0.8865
PP 0.8814 0.8814 0.8814 0.8820
S1 0.8793 0.8793 0.8826 0.8804
S2 0.8753 0.8753 0.8821
S3 0.8692 0.8732 0.8815
S4 0.8631 0.8671 0.8798
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 0.8896 0.8761 0.0135 1.5% 0.0042 0.5% 53% False False 27
10 0.8961 0.8761 0.0200 2.3% 0.0049 0.6% 36% False False 31
20 0.9120 0.8761 0.0359 4.1% 0.0036 0.4% 20% False False 21
40 0.9161 0.8761 0.0400 4.5% 0.0023 0.3% 18% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9095
2.618 0.8996
1.618 0.8935
1.000 0.8897
0.618 0.8874
HIGH 0.8836
0.618 0.8813
0.500 0.8806
0.382 0.8798
LOW 0.8775
0.618 0.8737
1.000 0.8714
1.618 0.8676
2.618 0.8615
4.250 0.8516
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 0.8823 0.8823
PP 0.8814 0.8814
S1 0.8806 0.8806

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

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