CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 0.8706 0.8747 0.0041 0.5% 0.8787
High 0.8706 0.8747 0.0041 0.5% 0.8843
Low 0.8706 0.8739 0.0033 0.4% 0.8682
Close 0.8706 0.8739 0.0033 0.4% 0.8682
Range 0.0000 0.0008 0.0008 0.0161
ATR 0.0050 0.0050 -0.0001 -1.3% 0.0000
Volume 70 2 -68 -97.1% 195
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8766 0.8760 0.8743
R3 0.8758 0.8752 0.8741
R2 0.8750 0.8750 0.8740
R1 0.8744 0.8744 0.8740 0.8743
PP 0.8742 0.8742 0.8742 0.8741
S1 0.8736 0.8736 0.8738 0.8735
S2 0.8734 0.8734 0.8738
S3 0.8726 0.8728 0.8737
S4 0.8718 0.8720 0.8735
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% 35% False False 15
10 0.8843 0.8682 0.0161 1.8% 0.0006 0.1% 35% False False 27
20 0.8843 0.8675 0.0168 1.9% 0.0006 0.1% 38% False False 28
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8781
2.618 0.8768
1.618 0.8760
1.000 0.8755
0.618 0.8752
HIGH 0.8747
0.618 0.8744
0.500 0.8743
0.382 0.8742
LOW 0.8739
0.618 0.8734
1.000 0.8731
1.618 0.8726
2.618 0.8718
4.250 0.8705
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 0.8743 0.8741
PP 0.8742 0.8740
S1 0.8740 0.8740

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

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