CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 0.8830 0.8807 -0.0023 -0.3% 0.8877
High 0.8858 0.8813 -0.0045 -0.5% 0.8877
Low 0.8818 0.8806 -0.0012 -0.1% 0.8761
Close 0.8818 0.8808 -0.0010 -0.1% 0.8818
Range 0.0040 0.0007 -0.0033 -82.5% 0.0116
ATR 0.0047 0.0044 -0.0002 -5.3% 0.0000
Volume 130 69 -61 -46.9% 214
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8830 0.8826 0.8812
R3 0.8823 0.8819 0.8810
R2 0.8816 0.8816 0.8809
R1 0.8812 0.8812 0.8809 0.8814
PP 0.8809 0.8809 0.8809 0.8810
S1 0.8805 0.8805 0.8807 0.8807
S2 0.8802 0.8802 0.8807
S3 0.8795 0.8798 0.8806
S4 0.8788 0.8791 0.8804
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9108 0.8882
R3 0.9051 0.8992 0.8850
R2 0.8935 0.8935 0.8839
R1 0.8876 0.8876 0.8829 0.8848
PP 0.8819 0.8819 0.8819 0.8804
S1 0.8760 0.8760 0.8807 0.8732
S2 0.8703 0.8703 0.8797
S3 0.8587 0.8644 0.8786
S4 0.8471 0.8528 0.8754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8858 0.8761 0.0097 1.1% 0.0043 0.5% 48% False False 49
10 0.8961 0.8761 0.0200 2.3% 0.0041 0.5% 24% False False 37
20 0.8987 0.8761 0.0226 2.6% 0.0035 0.4% 21% False False 30
40 0.9161 0.8761 0.0400 4.5% 0.0025 0.3% 12% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8843
2.618 0.8831
1.618 0.8824
1.000 0.8820
0.618 0.8817
HIGH 0.8813
0.618 0.8810
0.500 0.8810
0.382 0.8809
LOW 0.8806
0.618 0.8802
1.000 0.8799
1.618 0.8795
2.618 0.8788
4.250 0.8776
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 0.8810 0.8817
PP 0.8809 0.8814
S1 0.8809 0.8811

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

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