CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 0.8804 0.8780 -0.0024 -0.3% 0.8721
High 0.8804 0.8780 -0.0024 -0.3% 0.8804
Low 0.8798 0.8778 -0.0020 -0.2% 0.8721
Close 0.8798 0.8778 -0.0020 -0.2% 0.8798
Range 0.0006 0.0002 -0.0004 -66.7% 0.0083
ATR 0.0039 0.0038 -0.0001 -3.5% 0.0000
Volume 2 10 8 400.0% 95
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8785 0.8783 0.8779
R3 0.8783 0.8781 0.8779
R2 0.8781 0.8781 0.8778
R1 0.8779 0.8779 0.8778 0.8779
PP 0.8779 0.8779 0.8779 0.8779
S1 0.8777 0.8777 0.8778 0.8777
S2 0.8777 0.8777 0.8778
S3 0.8775 0.8775 0.8777
S4 0.8773 0.8773 0.8777
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 0.8732 0.0072 0.8% 0.0004 0.0% 64% False False 15
10 0.8804 0.8675 0.0129 1.5% 0.0009 0.1% 80% False False 32
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8789
2.618 0.8785
1.618 0.8783
1.000 0.8782
0.618 0.8781
HIGH 0.8780
0.618 0.8779
0.500 0.8779
0.382 0.8779
LOW 0.8778
0.618 0.8777
1.000 0.8776
1.618 0.8775
2.618 0.8773
4.250 0.8770
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 0.8779 0.8775
PP 0.8779 0.8771
S1 0.8778 0.8768

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

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