CME Canadian Dollar Future September 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	0.8031	0.8047	0.0016	0.2%	0.8013
High	0.8064	0.8112	0.0048	0.6%	0.8073
Low	0.8007	0.8026	0.0019	0.2%	0.7946
Close	0.8048	0.8095	0.0047	0.6%	0.8025
Range	0.0057	0.0086	0.0029	50.9%	0.0127
ATR	0.0073	0.0074	0.0001	1.3%	0.0000
Volume	13,562	19,488	5,926	43.7%	21,613

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8336	0.8301	0.8142
R3	0.8250	0.8215	0.8119
R2	0.8164	0.8164	0.8111
R1	0.8129	0.8129	0.8103	0.8147
PP	0.8078	0.8078	0.8078	0.8086
S1	0.8043	0.8043	0.8087	0.8061
S2	0.7992	0.7992	0.8079
S3	0.7906	0.7957	0.8071
S4	0.7820	0.7871	0.8048

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8396	0.8337	0.8095
R3	0.8269	0.8210	0.8060
R2	0.8142	0.8142	0.8048
R1	0.8083	0.8083	0.8037	0.8113
PP	0.8015	0.8015	0.8015	0.8029
S1	0.7956	0.7956	0.8013	0.7986
S2	0.7888	0.7888	0.8002
S3	0.7761	0.7829	0.7990
S4	0.7634	0.7702	0.7955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8112	0.7949	0.0163	2.0%	0.0069	0.8%	90%	True	False	9,054
10	0.8112	0.7946	0.0166	2.1%	0.0073	0.9%	90%	True	False	6,230
20	0.8375	0.7946	0.0429	5.3%	0.0071	0.9%	35%	False	False	3,359
40	0.8375	0.7922	0.0453	5.6%	0.0075	0.9%	38%	False	False	1,857
60	0.8375	0.7777	0.0598	7.4%	0.0075	0.9%	53%	False	False	1,320
80	0.8375	0.7777	0.0598	7.4%	0.0070	0.9%	53%	False	False	1,041
100	0.8375	0.7777	0.0598	7.4%	0.0070	0.9%	53%	False	False	847
120	0.8586	0.7777	0.0809	10.0%	0.0063	0.8%	39%	False	False	711

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	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8478
2.618	0.8337
1.618	0.8251
1.000	0.8198
0.618	0.8165
HIGH	0.8112
0.618	0.8079
0.500	0.8069
0.382	0.8059
LOW	0.8026
0.618	0.7973
1.000	0.7940
1.618	0.7887
2.618	0.7801
4.250	0.7661

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	0.8086	0.8074
PP	0.8078	0.8052
S1	0.8069	0.8031

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