CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 0.8581 0.8505 -0.0076 -0.9% 0.8554
High 0.8581 0.8505 -0.0076 -0.9% 0.8581
Low 0.8562 0.8463 -0.0099 -1.2% 0.8463
Close 0.8562 0.8463 -0.0099 -1.2% 0.8463
Range 0.0019 0.0042 0.0023 121.1% 0.0118
ATR 0.0034 0.0039 0.0005 13.7% 0.0000
Volume 4 1 -3 -75.0% 12
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8603 0.8575 0.8486
R3 0.8561 0.8533 0.8475
R2 0.8519 0.8519 0.8471
R1 0.8491 0.8491 0.8467 0.8484
PP 0.8477 0.8477 0.8477 0.8474
S1 0.8449 0.8449 0.8459 0.8442
S2 0.8435 0.8435 0.8455
S3 0.8393 0.8407 0.8451
S4 0.8351 0.8365 0.8440
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8856 0.8778 0.8528
R3 0.8738 0.8660 0.8495
R2 0.8620 0.8620 0.8485
R1 0.8542 0.8542 0.8474 0.8522
PP 0.8502 0.8502 0.8502 0.8493
S1 0.8424 0.8424 0.8452 0.8404
S2 0.8384 0.8384 0.8441
S3 0.8266 0.8306 0.8431
S4 0.8148 0.8188 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8581 0.8463 0.0118 1.4% 0.0015 0.2% 0% False True 5
10 0.8586 0.8463 0.0123 1.5% 0.0021 0.2% 0% False True 16
20 0.8723 0.8463 0.0260 3.1% 0.0024 0.3% 0% False True 37
40 0.8843 0.8463 0.0380 4.5% 0.0015 0.2% 0% False True 33
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 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8684
2.618 0.8615
1.618 0.8573
1.000 0.8547
0.618 0.8531
HIGH 0.8505
0.618 0.8489
0.500 0.8484
0.382 0.8479
LOW 0.8463
0.618 0.8437
1.000 0.8421
1.618 0.8395
2.618 0.8353
4.250 0.8285
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 0.8484 0.8522
PP 0.8477 0.8502
S1 0.8470 0.8483

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

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