CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 0.8331 0.8336 0.0005 0.1% 0.8440
High 0.8350 0.8435 0.0085 1.0% 0.8492
Low 0.8294 0.8309 0.0015 0.2% 0.8389
Close 0.8333 0.8327 -0.0006 -0.1% 0.8402
Range 0.0056 0.0126 0.0070 125.0% 0.0103
ATR 0.0052 0.0057 0.0005 10.2% 0.0000
Volume 637 193 -444 -69.7% 1,847
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8735 0.8657 0.8396
R3 0.8609 0.8531 0.8362
R2 0.8483 0.8483 0.8350
R1 0.8405 0.8405 0.8339 0.8381
PP 0.8357 0.8357 0.8357 0.8345
S1 0.8279 0.8279 0.8315 0.8255
S2 0.8231 0.8231 0.8304
S3 0.8105 0.8153 0.8292
S4 0.7979 0.8027 0.8258
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8737 0.8672 0.8459
R3 0.8634 0.8569 0.8430
R2 0.8531 0.8531 0.8421
R1 0.8466 0.8466 0.8411 0.8447
PP 0.8428 0.8428 0.8428 0.8418
S1 0.8363 0.8363 0.8393 0.8344
S2 0.8325 0.8325 0.8383
S3 0.8222 0.8260 0.8374
S4 0.8119 0.8157 0.8345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8440 0.8294 0.0146 1.8% 0.0073 0.9% 23% False False 281
10 0.8563 0.8294 0.0269 3.2% 0.0065 0.8% 12% False False 344
20 0.8613 0.8294 0.0319 3.8% 0.0052 0.6% 10% False False 420
40 0.8876 0.8294 0.0582 7.0% 0.0049 0.6% 6% False False 296
60 0.8928 0.8294 0.0634 7.6% 0.0045 0.5% 5% False False 212
80 0.8987 0.8294 0.0693 8.3% 0.0042 0.5% 5% False False 167
100 0.9161 0.8294 0.0867 10.4% 0.0037 0.4% 4% False False 136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 0.8971
2.618 0.8765
1.618 0.8639
1.000 0.8561
0.618 0.8513
HIGH 0.8435
0.618 0.8387
0.500 0.8372
0.382 0.8357
LOW 0.8309
0.618 0.8231
1.000 0.8183
1.618 0.8105
2.618 0.7979
4.250 0.7774
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 0.8372 0.8365
PP 0.8357 0.8352
S1 0.8342 0.8340

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

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