CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 0.8291 0.8281 -0.0010 -0.1% 0.8375
High 0.8315 0.8281 -0.0034 -0.4% 0.8383
Low 0.8273 0.8223 -0.0050 -0.6% 0.8273
Close 0.8315 0.8224 -0.0091 -1.1% 0.8315
Range 0.0042 0.0058 0.0016 38.1% 0.0110
ATR 0.0042 0.0046 0.0004 8.4% 0.0000
Volume 18 18 0 0.0% 88
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8417 0.8378 0.8256
R3 0.8359 0.8320 0.8240
R2 0.8301 0.8301 0.8235
R1 0.8262 0.8262 0.8229 0.8253
PP 0.8243 0.8243 0.8243 0.8238
S1 0.8204 0.8204 0.8219 0.8195
S2 0.8185 0.8185 0.8213
S3 0.8127 0.8146 0.8208
S4 0.8069 0.8088 0.8192
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8654 0.8594 0.8376
R3 0.8544 0.8484 0.8345
R2 0.8434 0.8434 0.8335
R1 0.8374 0.8374 0.8325 0.8349
PP 0.8324 0.8324 0.8324 0.8311
S1 0.8264 0.8264 0.8305 0.8239
S2 0.8214 0.8214 0.8295
S3 0.8104 0.8154 0.8285
S4 0.7994 0.8044 0.8255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8383 0.8223 0.0160 1.9% 0.0051 0.6% 1% False True 16
10 0.8446 0.8223 0.0223 2.7% 0.0044 0.5% 0% False True 28
20 0.8581 0.8223 0.0358 4.4% 0.0031 0.4% 0% False True 21
40 0.8843 0.8223 0.0620 7.5% 0.0025 0.3% 0% False True 34
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8528
2.618 0.8433
1.618 0.8375
1.000 0.8339
0.618 0.8317
HIGH 0.8281
0.618 0.8259
0.500 0.8252
0.382 0.8245
LOW 0.8223
0.618 0.8187
1.000 0.8165
1.618 0.8129
2.618 0.8071
4.250 0.7977
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 0.8252 0.8303
PP 0.8243 0.8277
S1 0.8233 0.8250

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

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