CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 0.8682 0.8760 0.0078 0.9% 0.8787
High 0.8682 0.8775 0.0093 1.1% 0.8843
Low 0.8682 0.8760 0.0078 0.9% 0.8682
Close 0.8682 0.8775 0.0093 1.1% 0.8682
Range 0.0000 0.0015 0.0015 0.0161
ATR 0.0046 0.0049 0.0003 7.5% 0.0000
Volume 1 1 0 0.0% 195
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8815 0.8810 0.8783
R3 0.8800 0.8795 0.8779
R2 0.8785 0.8785 0.8778
R1 0.8780 0.8780 0.8776 0.8783
PP 0.8770 0.8770 0.8770 0.8771
S1 0.8765 0.8765 0.8774 0.8768
S2 0.8755 0.8755 0.8772
S3 0.8740 0.8750 0.8771
S4 0.8725 0.8735 0.8767
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9219 0.9111 0.8771
R3 0.9058 0.8950 0.8726
R2 0.8897 0.8897 0.8712
R1 0.8789 0.8789 0.8697 0.8763
PP 0.8736 0.8736 0.8736 0.8722
S1 0.8628 0.8628 0.8667 0.8602
S2 0.8575 0.8575 0.8652
S3 0.8414 0.8467 0.8638
S4 0.8253 0.8306 0.8593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8843 0.8682 0.0161 1.8% 0.0007 0.1% 58% False False 39
10 0.8843 0.8682 0.0161 1.8% 0.0006 0.1% 58% False False 21
20 0.8843 0.8675 0.0168 1.9% 0.0009 0.1% 60% False False 29
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 0.0000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8839
2.618 0.8814
1.618 0.8799
1.000 0.8790
0.618 0.8784
HIGH 0.8775
0.618 0.8769
0.500 0.8768
0.382 0.8766
LOW 0.8760
0.618 0.8751
1.000 0.8745
1.618 0.8736
2.618 0.8721
4.250 0.8696
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 0.8773 0.8771
PP 0.8770 0.8767
S1 0.8768 0.8763

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

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