CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 0.8018 0.7970 -0.0048 -0.6% 0.8281
High 0.8025 0.7970 -0.0055 -0.7% 0.8281
Low 0.7963 0.7890 -0.0073 -0.9% 0.8005
Close 0.7981 0.7907 -0.0074 -0.9% 0.8024
Range 0.0062 0.0080 0.0018 29.0% 0.0276
ATR 0.0057 0.0059 0.0002 4.3% 0.0000
Volume 97 24 -73 -75.3% 283
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8162 0.8115 0.7951
R3 0.8082 0.8035 0.7929
R2 0.8002 0.8002 0.7922
R1 0.7955 0.7955 0.7914 0.7939
PP 0.7922 0.7922 0.7922 0.7914
S1 0.7875 0.7875 0.7900 0.7859
S2 0.7842 0.7842 0.7892
S3 0.7762 0.7795 0.7885
S4 0.7682 0.7715 0.7863
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8931 0.8754 0.8176
R3 0.8655 0.8478 0.8100
R2 0.8379 0.8379 0.8075
R1 0.8202 0.8202 0.8049 0.8153
PP 0.8103 0.8103 0.8103 0.8079
S1 0.7926 0.7926 0.7999 0.7877
S2 0.7827 0.7827 0.7973
S3 0.7551 0.7650 0.7948
S4 0.7275 0.7374 0.7872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8065 0.7890 0.0175 2.2% 0.0061 0.8% 10% False True 39
10 0.8383 0.7890 0.0493 6.2% 0.0071 0.9% 3% False True 49
20 0.8581 0.7890 0.0691 8.7% 0.0053 0.7% 2% False True 40
40 0.8747 0.7890 0.0857 10.8% 0.0037 0.5% 2% False True 40
60 0.8843 0.7890 0.0953 12.1% 0.0027 0.3% 2% False True 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8310
2.618 0.8179
1.618 0.8099
1.000 0.8050
0.618 0.8019
HIGH 0.7970
0.618 0.7939
0.500 0.7930
0.382 0.7921
LOW 0.7890
0.618 0.7841
1.000 0.7810
1.618 0.7761
2.618 0.7681
4.250 0.7550
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 0.7930 0.7973
PP 0.7922 0.7951
S1 0.7915 0.7929

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

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