CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 0.8783 0.8836 0.0053 0.6% 0.8780
High 0.8783 0.8840 0.0057 0.6% 0.8840
Low 0.8783 0.8827 0.0044 0.5% 0.8755
Close 0.8783 0.8832 0.0049 0.6% 0.8832
Range 0.0000 0.0013 0.0013 0.0085
ATR 0.0035 0.0037 0.0002 4.4% 0.0000
Volume 1 1 0 0.0% 17
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8872 0.8865 0.8839
R3 0.8859 0.8852 0.8836
R2 0.8846 0.8846 0.8834
R1 0.8839 0.8839 0.8833 0.8836
PP 0.8833 0.8833 0.8833 0.8832
S1 0.8826 0.8826 0.8831 0.8823
S2 0.8820 0.8820 0.8830
S3 0.8807 0.8813 0.8828
S4 0.8794 0.8800 0.8825
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9064 0.9033 0.8879
R3 0.8979 0.8948 0.8855
R2 0.8894 0.8894 0.8848
R1 0.8863 0.8863 0.8840 0.8879
PP 0.8809 0.8809 0.8809 0.8817
S1 0.8778 0.8778 0.8824 0.8794
S2 0.8724 0.8724 0.8816
S3 0.8639 0.8693 0.8809
S4 0.8554 0.8608 0.8785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8840 0.8755 0.0085 1.0% 0.0005 0.1% 91% True False 3
10 0.8840 0.8721 0.0119 1.3% 0.0004 0.0% 93% True False 11
20 0.8911 0.8675 0.0236 2.7% 0.0011 0.1% 67% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8895
2.618 0.8874
1.618 0.8861
1.000 0.8853
0.618 0.8848
HIGH 0.8840
0.618 0.8835
0.500 0.8834
0.382 0.8832
LOW 0.8827
0.618 0.8819
1.000 0.8814
1.618 0.8806
2.618 0.8793
4.250 0.8772
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 0.8834 0.8821
PP 0.8833 0.8809
S1 0.8833 0.8798

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

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