CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 0.8152 0.8223 0.0071 0.9% 0.8166
High 0.8228 0.8243 0.0015 0.2% 0.8243
Low 0.8137 0.8197 0.0060 0.7% 0.8112
Close 0.8221 0.8201 -0.0020 -0.2% 0.8201
Range 0.0091 0.0046 -0.0045 -49.5% 0.0131
ATR 0.0079 0.0076 -0.0002 -3.0% 0.0000
Volume 148 243 95 64.2% 1,753
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8352 0.8322 0.8226
R3 0.8306 0.8276 0.8214
R2 0.8260 0.8260 0.8209
R1 0.8230 0.8230 0.8205 0.8222
PP 0.8214 0.8214 0.8214 0.8210
S1 0.8184 0.8184 0.8197 0.8176
S2 0.8168 0.8168 0.8193
S3 0.8122 0.8138 0.8188
S4 0.8076 0.8092 0.8176
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8578 0.8521 0.8273
R3 0.8447 0.8390 0.8237
R2 0.8316 0.8316 0.8225
R1 0.8259 0.8259 0.8213 0.8288
PP 0.8185 0.8185 0.8185 0.8200
S1 0.8128 0.8128 0.8189 0.8157
S2 0.8054 0.8054 0.8177
S3 0.7923 0.7997 0.8165
S4 0.7792 0.7866 0.8129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8243 0.8112 0.0131 1.6% 0.0057 0.7% 68% True False 350
10 0.8252 0.7895 0.0357 4.4% 0.0083 1.0% 86% False False 420
20 0.8252 0.7809 0.0443 5.4% 0.0075 0.9% 88% False False 364
40 0.8252 0.7777 0.0475 5.8% 0.0073 0.9% 89% False False 299
60 0.8252 0.7777 0.0475 5.8% 0.0069 0.8% 89% False False 232
80 0.8581 0.7777 0.0804 9.8% 0.0065 0.8% 53% False False 184
100 0.8747 0.7777 0.0970 11.8% 0.0056 0.7% 44% False False 155
120 0.8843 0.7777 0.1066 13.0% 0.0048 0.6% 40% False False 134
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8439
2.618 0.8363
1.618 0.8317
1.000 0.8289
0.618 0.8271
HIGH 0.8243
0.618 0.8225
0.500 0.8220
0.382 0.8215
LOW 0.8197
0.618 0.8169
1.000 0.8151
1.618 0.8123
2.618 0.8077
4.250 0.8002
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 0.8220 0.8197
PP 0.8214 0.8192
S1 0.8207 0.8188

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

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