CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 0.8302 0.8260 -0.0042 -0.5% 0.8211
High 0.8316 0.8261 -0.0055 -0.7% 0.8353
Low 0.8234 0.8185 -0.0049 -0.6% 0.8185
Close 0.8258 0.8201 -0.0057 -0.7% 0.8201
Range 0.0082 0.0076 -0.0006 -7.3% 0.0168
ATR 0.0077 0.0076 0.0000 0.0% 0.0000
Volume 300 163 -137 -45.7% 1,423
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8444 0.8398 0.8243
R3 0.8368 0.8322 0.8222
R2 0.8292 0.8292 0.8215
R1 0.8246 0.8246 0.8208 0.8231
PP 0.8216 0.8216 0.8216 0.8208
S1 0.8170 0.8170 0.8194 0.8155
S2 0.8140 0.8140 0.8187
S3 0.8064 0.8094 0.8180
S4 0.7988 0.8018 0.8159
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8750 0.8644 0.8293
R3 0.8582 0.8476 0.8247
R2 0.8414 0.8414 0.8232
R1 0.8308 0.8308 0.8216 0.8277
PP 0.8246 0.8246 0.8246 0.8231
S1 0.8140 0.8140 0.8186 0.8109
S2 0.8078 0.8078 0.8170
S3 0.7910 0.7972 0.8155
S4 0.7742 0.7804 0.8109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8353 0.8185 0.0168 2.0% 0.0076 0.9% 10% False True 284
10 0.8353 0.8112 0.0241 2.9% 0.0066 0.8% 37% False False 317
20 0.8353 0.7880 0.0473 5.8% 0.0076 0.9% 68% False False 364
40 0.8353 0.7777 0.0576 7.0% 0.0075 0.9% 74% False False 296
60 0.8353 0.7777 0.0576 7.0% 0.0069 0.8% 74% False False 244
80 0.8421 0.7777 0.0644 7.9% 0.0068 0.8% 66% False False 199
100 0.8687 0.7777 0.0910 11.1% 0.0060 0.7% 47% False False 169
120 0.8843 0.7777 0.1066 13.0% 0.0051 0.6% 40% False False 144
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8584
2.618 0.8460
1.618 0.8384
1.000 0.8337
0.618 0.8308
HIGH 0.8261
0.618 0.8232
0.500 0.8223
0.382 0.8214
LOW 0.8185
0.618 0.8138
1.000 0.8109
1.618 0.8062
2.618 0.7986
4.250 0.7862
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 0.8223 0.8269
PP 0.8216 0.8246
S1 0.8208 0.8224

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

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