CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 0.8004 0.8021 0.0017 0.2% 0.7976
High 0.8024 0.8075 0.0051 0.6% 0.8024
Low 0.7995 0.7998 0.0003 0.0% 0.7864
Close 0.8005 0.8061 0.0056 0.7% 0.8005
Range 0.0029 0.0077 0.0048 165.5% 0.0160
ATR 0.0072 0.0073 0.0000 0.4% 0.0000
Volume 24 86 62 258.3% 285
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8276 0.8245 0.8103
R3 0.8199 0.8168 0.8082
R2 0.8122 0.8122 0.8075
R1 0.8091 0.8091 0.8068 0.8107
PP 0.8045 0.8045 0.8045 0.8052
S1 0.8014 0.8014 0.8054 0.8030
S2 0.7968 0.7968 0.8047
S3 0.7891 0.7937 0.8040
S4 0.7814 0.7860 0.8019
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8444 0.8385 0.8093
R3 0.8284 0.8225 0.8049
R2 0.8124 0.8124 0.8034
R1 0.8065 0.8065 0.8020 0.8095
PP 0.7964 0.7964 0.7964 0.7979
S1 0.7905 0.7905 0.7990 0.7935
S2 0.7804 0.7804 0.7976
S3 0.7644 0.7745 0.7961
S4 0.7484 0.7585 0.7917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8075 0.7864 0.0211 2.6% 0.0058 0.7% 93% True False 69
10 0.8075 0.7864 0.0211 2.6% 0.0060 0.7% 93% True False 66
20 0.8281 0.7820 0.0461 5.7% 0.0069 0.9% 52% False False 77
40 0.8586 0.7820 0.0766 9.5% 0.0050 0.6% 31% False False 51
60 0.8843 0.7820 0.1023 12.7% 0.0039 0.5% 24% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8402
2.618 0.8277
1.618 0.8200
1.000 0.8152
0.618 0.8123
HIGH 0.8075
0.618 0.8046
0.500 0.8037
0.382 0.8027
LOW 0.7998
0.618 0.7950
1.000 0.7921
1.618 0.7873
2.618 0.7796
4.250 0.7671
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 0.8053 0.8045
PP 0.8045 0.8029
S1 0.8037 0.8014

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

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