CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 0.8732 0.8804 0.0072 0.8% 0.8721
High 0.8735 0.8804 0.0069 0.8% 0.8804
Low 0.8732 0.8798 0.0066 0.8% 0.8721
Close 0.8735 0.8798 0.0063 0.7% 0.8798
Range 0.0003 0.0006 0.0003 100.0% 0.0083
ATR 0.0037 0.0039 0.0002 6.1% 0.0000
Volume 3 2 -1 -33.3% 95
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8818 0.8814 0.8801
R3 0.8812 0.8808 0.8800
R2 0.8806 0.8806 0.8799
R1 0.8802 0.8802 0.8799 0.8801
PP 0.8800 0.8800 0.8800 0.8800
S1 0.8796 0.8796 0.8797 0.8795
S2 0.8794 0.8794 0.8797
S3 0.8788 0.8790 0.8796
S4 0.8782 0.8784 0.8795
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9023 0.8994 0.8844
R3 0.8940 0.8911 0.8821
R2 0.8857 0.8857 0.8813
R1 0.8828 0.8828 0.8806 0.8843
PP 0.8774 0.8774 0.8774 0.8782
S1 0.8745 0.8745 0.8790 0.8760
S2 0.8691 0.8691 0.8783
S3 0.8608 0.8662 0.8775
S4 0.8525 0.8579 0.8752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8804 0.8721 0.0083 0.9% 0.0004 0.0% 93% True False 19
10 0.8804 0.8675 0.0129 1.5% 0.0011 0.1% 95% True False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8830
2.618 0.8820
1.618 0.8814
1.000 0.8810
0.618 0.8808
HIGH 0.8804
0.618 0.8802
0.500 0.8801
0.382 0.8800
LOW 0.8798
0.618 0.8794
1.000 0.8792
1.618 0.8788
2.618 0.8782
4.250 0.8773
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 0.8801 0.8788
PP 0.8800 0.8778
S1 0.8799 0.8768

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

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