CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 0.8013 0.8026 0.0013 0.2% 0.7833
High 0.8032 0.8026 -0.0006 -0.1% 0.8048
Low 0.8013 0.7955 -0.0058 -0.7% 0.7833
Close 0.8020 0.7964 -0.0056 -0.7% 0.7964
Range 0.0019 0.0071 0.0052 273.7% 0.0215
ATR 0.0073 0.0073 0.0000 -0.2% 0.0000
Volume 22 15 -7 -31.8% 638
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8195 0.8150 0.8003
R3 0.8124 0.8079 0.7984
R2 0.8053 0.8053 0.7977
R1 0.8008 0.8008 0.7971 0.7995
PP 0.7982 0.7982 0.7982 0.7975
S1 0.7937 0.7937 0.7957 0.7924
S2 0.7911 0.7911 0.7951
S3 0.7840 0.7866 0.7944
S4 0.7769 0.7795 0.7925
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8593 0.8494 0.8082
R3 0.8378 0.8279 0.8023
R2 0.8163 0.8163 0.8003
R1 0.8064 0.8064 0.7984 0.8114
PP 0.7948 0.7948 0.7948 0.7973
S1 0.7849 0.7849 0.7944 0.7899
S2 0.7733 0.7733 0.7925
S3 0.7518 0.7634 0.7905
S4 0.7303 0.7419 0.7846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7833 0.0215 2.7% 0.0076 0.9% 61% False False 127
10 0.8055 0.7820 0.0235 3.0% 0.0071 0.9% 61% False False 90
20 0.8388 0.7820 0.0568 7.1% 0.0067 0.8% 25% False False 65
40 0.8662 0.7820 0.0842 10.6% 0.0047 0.6% 17% False False 56
60 0.8843 0.7820 0.1023 12.8% 0.0034 0.4% 14% False False 43
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8328
2.618 0.8212
1.618 0.8141
1.000 0.8097
0.618 0.8070
HIGH 0.8026
0.618 0.7999
0.500 0.7991
0.382 0.7982
LOW 0.7955
0.618 0.7911
1.000 0.7884
1.618 0.7840
2.618 0.7769
4.250 0.7653
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 0.7991 0.7978
PP 0.7982 0.7973
S1 0.7973 0.7969

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

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