CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 0.7976 0.7985 0.0009 0.1% 0.7833
High 0.8020 0.8002 -0.0018 -0.2% 0.8048
Low 0.7976 0.7908 -0.0068 -0.9% 0.7833
Close 0.8015 0.7924 -0.0091 -1.1% 0.7964
Range 0.0044 0.0094 0.0050 113.6% 0.0215
ATR 0.0072 0.0074 0.0003 3.5% 0.0000
Volume 23 27 4 17.4% 638
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8227 0.8169 0.7976
R3 0.8133 0.8075 0.7950
R2 0.8039 0.8039 0.7941
R1 0.7981 0.7981 0.7933 0.7963
PP 0.7945 0.7945 0.7945 0.7936
S1 0.7887 0.7887 0.7915 0.7869
S2 0.7851 0.7851 0.7907
S3 0.7757 0.7793 0.7898
S4 0.7663 0.7699 0.7872
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 0.8032 0.7908 0.0124 1.6% 0.0062 0.8% 13% False True 40
10 0.8048 0.7820 0.0228 2.9% 0.0074 0.9% 46% False False 88
20 0.8383 0.7820 0.0563 7.1% 0.0069 0.9% 18% False False 65
40 0.8622 0.7820 0.0802 10.1% 0.0049 0.6% 13% False False 54
60 0.8843 0.7820 0.1023 12.9% 0.0036 0.5% 10% False False 43
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 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8402
2.618 0.8248
1.618 0.8154
1.000 0.8096
0.618 0.8060
HIGH 0.8002
0.618 0.7966
0.500 0.7955
0.382 0.7944
LOW 0.7908
0.618 0.7850
1.000 0.7814
1.618 0.7756
2.618 0.7662
4.250 0.7509
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 0.7955 0.7967
PP 0.7945 0.7953
S1 0.7934 0.7938

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

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