CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 0.7970 0.7904 -0.0066 -0.8% 0.8011
High 0.7970 0.7906 -0.0064 -0.8% 0.8055
Low 0.7890 0.7820 -0.0070 -0.9% 0.7820
Close 0.7907 0.7869 -0.0038 -0.5% 0.7869
Range 0.0080 0.0086 0.0006 7.5% 0.0235
ATR 0.0059 0.0061 0.0002 3.4% 0.0000
Volume 24 80 56 233.3% 267
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8123 0.8082 0.7916
R3 0.8037 0.7996 0.7893
R2 0.7951 0.7951 0.7885
R1 0.7910 0.7910 0.7877 0.7888
PP 0.7865 0.7865 0.7865 0.7854
S1 0.7824 0.7824 0.7861 0.7802
S2 0.7779 0.7779 0.7853
S3 0.7693 0.7738 0.7845
S4 0.7607 0.7652 0.7822
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8620 0.8479 0.7998
R3 0.8385 0.8244 0.7934
R2 0.8150 0.8150 0.7912
R1 0.8009 0.8009 0.7891 0.7962
PP 0.7915 0.7915 0.7915 0.7891
S1 0.7774 0.7774 0.7847 0.7727
S2 0.7680 0.7680 0.7826
S3 0.7445 0.7539 0.7804
S4 0.7210 0.7304 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8055 0.7820 0.0235 3.0% 0.0066 0.8% 21% False True 53
10 0.8315 0.7820 0.0495 6.3% 0.0072 0.9% 10% False True 56
20 0.8505 0.7820 0.0685 8.7% 0.0056 0.7% 7% False True 44
40 0.8747 0.7820 0.0927 11.8% 0.0039 0.5% 5% False True 41
60 0.8843 0.7820 0.1023 13.0% 0.0029 0.4% 5% False True 37
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 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8272
2.618 0.8131
1.618 0.8045
1.000 0.7992
0.618 0.7959
HIGH 0.7906
0.618 0.7873
0.500 0.7863
0.382 0.7853
LOW 0.7820
0.618 0.7767
1.000 0.7734
1.618 0.7681
2.618 0.7595
4.250 0.7455
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 0.7867 0.7923
PP 0.7865 0.7905
S1 0.7863 0.7887

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

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