CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	0.8035	0.8056	0.0021	0.3%	0.8033
High	0.8074	0.8125	0.0051	0.6%	0.8083
Low	0.8017	0.8037	0.0020	0.2%	0.7957
Close	0.8058	0.8106	0.0048	0.6%	0.8035
Range	0.0057	0.0088	0.0031	54.4%	0.0126
ATR	0.0077	0.0078	0.0001	1.0%	0.0000
Volume	61,492	72,374	10,882	17.7%	331,531

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8353	0.8318	0.8154
R3	0.8265	0.8230	0.8130
R2	0.8177	0.8177	0.8122
R1	0.8142	0.8142	0.8114	0.8160
PP	0.8089	0.8089	0.8089	0.8098
S1	0.8054	0.8054	0.8098	0.8072
S2	0.8001	0.8001	0.8090
S3	0.7913	0.7966	0.8082
S4	0.7825	0.7878	0.8058

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8345	0.8104
R3	0.8277	0.8219	0.8070
R2	0.8151	0.8151	0.8058
R1	0.8093	0.8093	0.8047	0.8122
PP	0.8025	0.8025	0.8025	0.8040
S1	0.7967	0.7967	0.8023	0.7996
S2	0.7899	0.7899	0.8012
S3	0.7773	0.7841	0.8000
S4	0.7647	0.7715	0.7966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8125	0.7959	0.0166	2.0%	0.0071	0.9%	89%	True	False	68,017
10	0.8125	0.7957	0.0168	2.1%	0.0075	0.9%	89%	True	False	68,122
20	0.8386	0.7957	0.0429	5.3%	0.0077	0.9%	35%	False	False	61,622
40	0.8386	0.7928	0.0458	5.7%	0.0082	1.0%	39%	False	False	63,788
60	0.8386	0.7781	0.0605	7.5%	0.0082	1.0%	54%	False	False	63,953
80	0.8386	0.7781	0.0605	7.5%	0.0080	1.0%	54%	False	False	51,677
100	0.8435	0.7781	0.0654	8.1%	0.0084	1.0%	50%	False	False	41,468
120	0.8613	0.7781	0.0832	10.3%	0.0078	1.0%	39%	False	False	34,627

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	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8499
2.618	0.8355
1.618	0.8267
1.000	0.8213
0.618	0.8179
HIGH	0.8125
0.618	0.8091
0.500	0.8081
0.382	0.8071
LOW	0.8037
0.618	0.7983
1.000	0.7949
1.618	0.7895
2.618	0.7807
4.250	0.7663

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	0.8098	0.8085
PP	0.8089	0.8063
S1	0.8081	0.8042

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols