CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 0.8157 0.8176 0.0019 0.2% 0.8260
High 0.8202 0.8198 -0.0004 0.0% 0.8375
Low 0.8155 0.8160 0.0005 0.1% 0.8223
Close 0.8189 0.8179 -0.0010 -0.1% 0.8313
Range 0.0047 0.0038 -0.0009 -19.1% 0.0152
ATR 0.0071 0.0069 -0.0002 -3.3% 0.0000
Volume 920 1,002 82 8.9% 1,412
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 0.8293 0.8274 0.8200
R3 0.8255 0.8236 0.8189
R2 0.8217 0.8217 0.8186
R1 0.8198 0.8198 0.8182 0.8208
PP 0.8179 0.8179 0.8179 0.8184
S1 0.8160 0.8160 0.8176 0.8170
S2 0.8141 0.8141 0.8172
S3 0.8103 0.8122 0.8169
S4 0.8065 0.8084 0.8158
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8760 0.8688 0.8397
R3 0.8608 0.8536 0.8355
R2 0.8456 0.8456 0.8341
R1 0.8384 0.8384 0.8327 0.8420
PP 0.8304 0.8304 0.8304 0.8322
S1 0.8232 0.8232 0.8299 0.8268
S2 0.8152 0.8152 0.8285
S3 0.8000 0.8080 0.8271
S4 0.7848 0.7928 0.8229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8324 0.8150 0.0174 2.1% 0.0060 0.7% 17% False False 658
10 0.8375 0.8150 0.0225 2.8% 0.0057 0.7% 13% False False 476
20 0.8375 0.8150 0.0225 2.8% 0.0066 0.8% 13% False False 368
40 0.8375 0.7809 0.0566 6.9% 0.0071 0.9% 65% False False 373
60 0.8375 0.7777 0.0598 7.3% 0.0071 0.9% 67% False False 319
80 0.8375 0.7777 0.0598 7.3% 0.0069 0.8% 67% False False 263
100 0.8581 0.7777 0.0804 9.8% 0.0065 0.8% 50% False False 218
120 0.8775 0.7777 0.0998 12.2% 0.0057 0.7% 40% False False 189
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.8360
2.618 0.8297
1.618 0.8259
1.000 0.8236
0.618 0.8221
HIGH 0.8198
0.618 0.8183
0.500 0.8179
0.382 0.8175
LOW 0.8160
0.618 0.8137
1.000 0.8122
1.618 0.8099
2.618 0.8061
4.250 0.7999
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 0.8179 0.8190
PP 0.8179 0.8186
S1 0.8179 0.8183

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

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