CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 0.8829 0.8830 0.0001 0.0% 0.8780
High 0.8829 0.8843 0.0014 0.2% 0.8840
Low 0.8821 0.8830 0.0009 0.1% 0.8755
Close 0.8821 0.8843 0.0022 0.2% 0.8832
Range 0.0008 0.0013 0.0005 62.5% 0.0085
ATR 0.0038 0.0037 -0.0001 -3.0% 0.0000
Volume 96 2 -94 -97.9% 17
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8878 0.8873 0.8850
R3 0.8865 0.8860 0.8847
R2 0.8852 0.8852 0.8845
R1 0.8847 0.8847 0.8844 0.8850
PP 0.8839 0.8839 0.8839 0.8840
S1 0.8834 0.8834 0.8842 0.8837
S2 0.8826 0.8826 0.8841
S3 0.8813 0.8821 0.8839
S4 0.8800 0.8808 0.8836
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 0.8843 0.8783 0.0060 0.7% 0.0007 0.1% 100% True False 39
10 0.8843 0.8732 0.0111 1.3% 0.0006 0.1% 100% True False 21
20 0.8870 0.8675 0.0195 2.2% 0.0009 0.1% 86% False False 29
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8898
2.618 0.8877
1.618 0.8864
1.000 0.8856
0.618 0.8851
HIGH 0.8843
0.618 0.8838
0.500 0.8837
0.382 0.8835
LOW 0.8830
0.618 0.8822
1.000 0.8817
1.618 0.8809
2.618 0.8796
4.250 0.8775
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 0.8841 0.8834
PP 0.8839 0.8824
S1 0.8837 0.8815

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

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