CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 0.8560 0.8524 -0.0036 -0.4% 0.8575
High 0.8560 0.8558 -0.0002 0.0% 0.8586
Low 0.8539 0.8524 -0.0015 -0.2% 0.8519
Close 0.8539 0.8558 0.0019 0.2% 0.8567
Range 0.0021 0.0034 0.0013 61.9% 0.0067
ATR 0.0044 0.0043 -0.0001 -1.6% 0.0000
Volume 2 29 27 1,350.0% 493
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8649 0.8637 0.8577
R3 0.8615 0.8603 0.8567
R2 0.8581 0.8581 0.8564
R1 0.8569 0.8569 0.8561 0.8575
PP 0.8547 0.8547 0.8547 0.8550
S1 0.8535 0.8535 0.8555 0.8541
S2 0.8513 0.8513 0.8552
S3 0.8479 0.8501 0.8549
S4 0.8445 0.8467 0.8539
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8758 0.8730 0.8604
R3 0.8691 0.8663 0.8585
R2 0.8624 0.8624 0.8579
R1 0.8596 0.8596 0.8573 0.8577
PP 0.8557 0.8557 0.8557 0.8548
S1 0.8529 0.8529 0.8561 0.8510
S2 0.8490 0.8490 0.8555
S3 0.8423 0.8462 0.8549
S4 0.8356 0.8395 0.8530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8586 0.8519 0.0067 0.8% 0.0036 0.4% 58% False False 54
10 0.8662 0.8519 0.0143 1.7% 0.0031 0.4% 27% False False 71
20 0.8843 0.8519 0.0324 3.8% 0.0021 0.2% 12% False False 44
40 0.8911 0.8519 0.0392 4.6% 0.0016 0.2% 10% False False 35
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8703
2.618 0.8647
1.618 0.8613
1.000 0.8592
0.618 0.8579
HIGH 0.8558
0.618 0.8545
0.500 0.8541
0.382 0.8537
LOW 0.8524
0.618 0.8503
1.000 0.8490
1.618 0.8469
2.618 0.8435
4.250 0.8380
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 0.8552 0.8554
PP 0.8547 0.8550
S1 0.8541 0.8546

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

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