CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 0.8132 0.8152 0.0020 0.2% 0.7939
High 0.8175 0.8228 0.0053 0.6% 0.8252
Low 0.8132 0.8137 0.0005 0.1% 0.7895
Close 0.8158 0.8221 0.0063 0.8% 0.8153
Range 0.0043 0.0091 0.0048 111.6% 0.0357
ATR 0.0078 0.0079 0.0001 1.2% 0.0000
Volume 511 148 -363 -71.0% 2,454
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8468 0.8436 0.8271
R3 0.8377 0.8345 0.8246
R2 0.8286 0.8286 0.8238
R1 0.8254 0.8254 0.8229 0.8270
PP 0.8195 0.8195 0.8195 0.8204
S1 0.8163 0.8163 0.8213 0.8179
S2 0.8104 0.8104 0.8204
S3 0.8013 0.8072 0.8196
S4 0.7922 0.7981 0.8171
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.9171 0.9019 0.8349
R3 0.8814 0.8662 0.8251
R2 0.8457 0.8457 0.8218
R1 0.8305 0.8305 0.8186 0.8381
PP 0.8100 0.8100 0.8100 0.8138
S1 0.7948 0.7948 0.8120 0.8024
S2 0.7743 0.7743 0.8088
S3 0.7386 0.7591 0.8055
S4 0.7029 0.7234 0.7957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8252 0.8112 0.0140 1.7% 0.0070 0.9% 78% False False 502
10 0.8252 0.7880 0.0372 4.5% 0.0086 1.0% 92% False False 421
20 0.8252 0.7809 0.0443 5.4% 0.0077 0.9% 93% False False 378
40 0.8252 0.7777 0.0475 5.8% 0.0073 0.9% 93% False False 294
60 0.8252 0.7777 0.0475 5.8% 0.0070 0.8% 93% False False 228
80 0.8581 0.7777 0.0804 9.8% 0.0064 0.8% 55% False False 181
100 0.8775 0.7777 0.0998 12.1% 0.0056 0.7% 44% False False 153
120 0.8843 0.7777 0.1066 13.0% 0.0048 0.6% 42% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8615
2.618 0.8466
1.618 0.8375
1.000 0.8319
0.618 0.8284
HIGH 0.8228
0.618 0.8193
0.500 0.8183
0.382 0.8172
LOW 0.8137
0.618 0.8081
1.000 0.8046
1.618 0.7990
2.618 0.7899
4.250 0.7750
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 0.8208 0.8204
PP 0.8195 0.8187
S1 0.8183 0.8170

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

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