CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 0.8553 0.8535 -0.0018 -0.2% 0.8660
High 0.8553 0.8579 0.0026 0.3% 0.8687
Low 0.8541 0.8519 -0.0022 -0.3% 0.8587
Close 0.8541 0.8519 -0.0022 -0.3% 0.8590
Range 0.0012 0.0060 0.0048 400.0% 0.0100
ATR 0.0044 0.0045 0.0001 2.7% 0.0000
Volume 3 137 134 4,466.7% 194
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8719 0.8679 0.8552
R3 0.8659 0.8619 0.8536
R2 0.8599 0.8599 0.8530
R1 0.8559 0.8559 0.8525 0.8549
PP 0.8539 0.8539 0.8539 0.8534
S1 0.8499 0.8499 0.8514 0.8489
S2 0.8479 0.8479 0.8508
S3 0.8419 0.8439 0.8503
S4 0.8359 0.8379 0.8486
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8921 0.8856 0.8645
R3 0.8821 0.8756 0.8618
R2 0.8721 0.8721 0.8608
R1 0.8656 0.8656 0.8599 0.8639
PP 0.8621 0.8621 0.8621 0.8613
S1 0.8556 0.8556 0.8581 0.8539
S2 0.8521 0.8521 0.8572
S3 0.8421 0.8456 0.8563
S4 0.8321 0.8356 0.8535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8627 0.8519 0.0108 1.3% 0.0033 0.4% 0% False True 115
10 0.8723 0.8519 0.0204 2.4% 0.0026 0.3% 0% False True 59
20 0.8843 0.8519 0.0324 3.8% 0.0016 0.2% 0% False True 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.8834
2.618 0.8736
1.618 0.8676
1.000 0.8639
0.618 0.8616
HIGH 0.8579
0.618 0.8556
0.500 0.8549
0.382 0.8542
LOW 0.8519
0.618 0.8482
1.000 0.8459
1.618 0.8422
2.618 0.8362
4.250 0.8264
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 0.8549 0.8549
PP 0.8539 0.8539
S1 0.8529 0.8529

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

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