CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 0.8300 0.8283 -0.0017 -0.2% 0.8443
High 0.8330 0.8334 0.0004 0.0% 0.8460
Low 0.8300 0.8283 -0.0017 -0.2% 0.8370
Close 0.8311 0.8316 0.0005 0.1% 0.8386
Range 0.0030 0.0051 0.0021 70.0% 0.0090
ATR 0.0039 0.0040 0.0001 2.2% 0.0000
Volume 10 33 23 230.0% 256
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8464 0.8441 0.8344
R3 0.8413 0.8390 0.8330
R2 0.8362 0.8362 0.8325
R1 0.8339 0.8339 0.8321 0.8351
PP 0.8311 0.8311 0.8311 0.8317
S1 0.8288 0.8288 0.8311 0.8300
S2 0.8260 0.8260 0.8307
S3 0.8209 0.8237 0.8302
S4 0.8158 0.8186 0.8288
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8675 0.8621 0.8436
R3 0.8585 0.8531 0.8411
R2 0.8495 0.8495 0.8403
R1 0.8441 0.8441 0.8394 0.8423
PP 0.8405 0.8405 0.8405 0.8397
S1 0.8351 0.8351 0.8378 0.8333
S2 0.8315 0.8315 0.8370
S3 0.8225 0.8261 0.8361
S4 0.8135 0.8171 0.8337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8421 0.8283 0.0138 1.7% 0.0037 0.4% 24% False True 29
10 0.8581 0.8283 0.0298 3.6% 0.0035 0.4% 11% False True 32
20 0.8586 0.8283 0.0303 3.6% 0.0029 0.3% 11% False True 31
40 0.8843 0.8283 0.0560 6.7% 0.0021 0.2% 6% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8551
2.618 0.8468
1.618 0.8417
1.000 0.8385
0.618 0.8366
HIGH 0.8334
0.618 0.8315
0.500 0.8309
0.382 0.8302
LOW 0.8283
0.618 0.8251
1.000 0.8232
1.618 0.8200
2.618 0.8149
4.250 0.8066
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 0.8314 0.8329
PP 0.8311 0.8325
S1 0.8309 0.8320

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

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