CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 0.8281 0.8216 -0.0065 -0.8% 0.8375
High 0.8281 0.8250 -0.0031 -0.4% 0.8383
Low 0.8223 0.8050 -0.0173 -2.1% 0.8273
Close 0.8224 0.8070 -0.0154 -1.9% 0.8315
Range 0.0058 0.0200 0.0142 244.8% 0.0110
ATR 0.0046 0.0057 0.0011 24.0% 0.0000
Volume 18 53 35 194.4% 88
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8723 0.8597 0.8180
R3 0.8523 0.8397 0.8125
R2 0.8323 0.8323 0.8107
R1 0.8197 0.8197 0.8088 0.8160
PP 0.8123 0.8123 0.8123 0.8105
S1 0.7997 0.7997 0.8052 0.7960
S2 0.7923 0.7923 0.8033
S3 0.7723 0.7797 0.8015
S4 0.7523 0.7597 0.7960
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 0.8050 0.0333 4.1% 0.0085 1.1% 6% False True 25
10 0.8421 0.8050 0.0371 4.6% 0.0059 0.7% 5% False True 26
20 0.8581 0.8050 0.0531 6.6% 0.0040 0.5% 4% False True 23
40 0.8843 0.8050 0.0793 9.8% 0.0030 0.4% 3% False True 35
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 0.0010
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 0.9100
2.618 0.8774
1.618 0.8574
1.000 0.8450
0.618 0.8374
HIGH 0.8250
0.618 0.8174
0.500 0.8150
0.382 0.8126
LOW 0.8050
0.618 0.7926
1.000 0.7850
1.618 0.7726
2.618 0.7526
4.250 0.7200
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 0.8150 0.8183
PP 0.8123 0.8145
S1 0.8097 0.8108

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

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