CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 0.8261 0.8326 0.0065 0.8% 0.8215
High 0.8344 0.8379 0.0035 0.4% 0.8370
Low 0.8255 0.8309 0.0054 0.7% 0.8205
Close 0.8331 0.8349 0.0018 0.2% 0.8263
Range 0.0089 0.0070 -0.0019 -21.3% 0.0165
ATR 0.0082 0.0081 -0.0001 -1.1% 0.0000
Volume 49,320 63,550 14,230 28.9% 288,107
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 0.8556 0.8522 0.8388
R3 0.8486 0.8452 0.8368
R2 0.8416 0.8416 0.8362
R1 0.8382 0.8382 0.8355 0.8399
PP 0.8346 0.8346 0.8346 0.8354
S1 0.8312 0.8312 0.8343 0.8329
S2 0.8276 0.8276 0.8336
S3 0.8206 0.8242 0.8330
S4 0.8136 0.8172 0.8311
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8774 0.8684 0.8354
R3 0.8609 0.8519 0.8308
R2 0.8444 0.8444 0.8293
R1 0.8354 0.8354 0.8278 0.8399
PP 0.8279 0.8279 0.8279 0.8302
S1 0.8189 0.8189 0.8248 0.8234
S2 0.8114 0.8114 0.8233
S3 0.7949 0.8024 0.8218
S4 0.7784 0.7859 0.8172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8379 0.8217 0.0162 1.9% 0.0074 0.9% 81% True False 56,213
10 0.8379 0.8188 0.0191 2.3% 0.0081 1.0% 84% True False 57,331
20 0.8379 0.8105 0.0274 3.3% 0.0081 1.0% 89% True False 62,291
40 0.8379 0.7781 0.0598 7.2% 0.0087 1.0% 95% True False 64,734
60 0.8379 0.7781 0.0598 7.2% 0.0081 1.0% 95% True False 50,215
80 0.8379 0.7781 0.0598 7.2% 0.0086 1.0% 95% True False 37,832
100 0.8613 0.7781 0.0832 10.0% 0.0079 0.9% 68% False False 30,353
120 0.8876 0.7781 0.1095 13.1% 0.0074 0.9% 52% False False 25,324
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8677
2.618 0.8562
1.618 0.8492
1.000 0.8449
0.618 0.8422
HIGH 0.8379
0.618 0.8352
0.500 0.8344
0.382 0.8336
LOW 0.8309
0.618 0.8266
1.000 0.8239
1.618 0.8196
2.618 0.8126
4.250 0.8012
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 0.8347 0.8334
PP 0.8346 0.8319
S1 0.8344 0.8305

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

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