CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 0.8281 0.8215 -0.0066 -0.8% 0.8203
High 0.8281 0.8268 -0.0013 -0.2% 0.8366
Low 0.8188 0.8205 0.0017 0.2% 0.8188
Close 0.8211 0.8260 0.0049 0.6% 0.8211
Range 0.0093 0.0063 -0.0030 -32.3% 0.0178
ATR 0.0085 0.0083 -0.0002 -1.8% 0.0000
Volume 55,056 44,128 -10,928 -19.8% 319,346
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 0.8433 0.8410 0.8295
R3 0.8370 0.8347 0.8277
R2 0.8307 0.8307 0.8272
R1 0.8284 0.8284 0.8266 0.8296
PP 0.8244 0.8244 0.8244 0.8250
S1 0.8221 0.8221 0.8254 0.8233
S2 0.8181 0.8181 0.8248
S3 0.8118 0.8158 0.8243
S4 0.8055 0.8095 0.8225
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8789 0.8678 0.8309
R3 0.8611 0.8500 0.8260
R2 0.8433 0.8433 0.8244
R1 0.8322 0.8322 0.8227 0.8378
PP 0.8255 0.8255 0.8255 0.8283
S1 0.8144 0.8144 0.8195 0.8200
S2 0.8077 0.8077 0.8178
S3 0.7899 0.7966 0.8162
S4 0.7721 0.7788 0.8113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8366 0.8188 0.0178 2.2% 0.0082 1.0% 40% False False 62,449
10 0.8366 0.8120 0.0246 3.0% 0.0076 0.9% 57% False False 58,702
20 0.8366 0.7888 0.0478 5.8% 0.0084 1.0% 78% False False 65,989
40 0.8366 0.7781 0.0585 7.1% 0.0084 1.0% 82% False False 64,504
60 0.8366 0.7781 0.0585 7.1% 0.0082 1.0% 82% False False 43,631
80 0.8443 0.7781 0.0662 8.0% 0.0084 1.0% 72% False False 32,864
100 0.8724 0.7781 0.0943 11.4% 0.0077 0.9% 51% False False 26,379
120 0.8876 0.7781 0.1095 13.3% 0.0071 0.9% 44% False False 21,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8536
2.618 0.8433
1.618 0.8370
1.000 0.8331
0.618 0.8307
HIGH 0.8268
0.618 0.8244
0.500 0.8237
0.382 0.8229
LOW 0.8205
0.618 0.8166
1.000 0.8142
1.618 0.8103
2.618 0.8040
4.250 0.7937
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 0.8252 0.8260
PP 0.8244 0.8259
S1 0.8237 0.8259

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

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