CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 0.8283 0.8326 0.0043 0.5% 0.8443
High 0.8334 0.8383 0.0049 0.6% 0.8460
Low 0.8283 0.8310 0.0027 0.3% 0.8370
Close 0.8316 0.8312 -0.0004 0.0% 0.8386
Range 0.0051 0.0073 0.0022 43.1% 0.0090
ATR 0.0040 0.0042 0.0002 5.9% 0.0000
Volume 33 4 -29 -87.9% 256
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8554 0.8506 0.8352
R3 0.8481 0.8433 0.8332
R2 0.8408 0.8408 0.8325
R1 0.8360 0.8360 0.8319 0.8348
PP 0.8335 0.8335 0.8335 0.8329
S1 0.8287 0.8287 0.8305 0.8275
S2 0.8262 0.8262 0.8299
S3 0.8189 0.8214 0.8292
S4 0.8116 0.8141 0.8272
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 0.8388 0.8283 0.0105 1.3% 0.0047 0.6% 28% False False 22
10 0.8505 0.8283 0.0222 2.7% 0.0041 0.5% 13% False False 32
20 0.8586 0.8283 0.0303 3.6% 0.0032 0.4% 10% False False 31
40 0.8843 0.8283 0.0560 6.7% 0.0023 0.3% 5% False False 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 0.0006
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 0.8693
2.618 0.8574
1.618 0.8501
1.000 0.8456
0.618 0.8428
HIGH 0.8383
0.618 0.8355
0.500 0.8347
0.382 0.8338
LOW 0.8310
0.618 0.8265
1.000 0.8237
1.618 0.8192
2.618 0.8119
4.250 0.8000
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 0.8347 0.8333
PP 0.8335 0.8326
S1 0.8324 0.8319

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

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