CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 0.8021 0.8018 -0.0003 0.0% 0.7976
High 0.8075 0.8035 -0.0040 -0.5% 0.8024
Low 0.7998 0.8018 0.0020 0.3% 0.7864
Close 0.8061 0.8035 -0.0026 -0.3% 0.8005
Range 0.0077 0.0017 -0.0060 -77.9% 0.0160
ATR 0.0073 0.0071 -0.0002 -2.9% 0.0000
Volume 86 113 27 31.4% 285
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8080 0.8075 0.8044
R3 0.8063 0.8058 0.8040
R2 0.8046 0.8046 0.8038
R1 0.8041 0.8041 0.8037 0.8044
PP 0.8029 0.8029 0.8029 0.8031
S1 0.8024 0.8024 0.8033 0.8027
S2 0.8012 0.8012 0.8032
S3 0.7995 0.8007 0.8030
S4 0.7978 0.7990 0.8026
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% 0.0042 0.5% 81% False False 86
10 0.8075 0.7864 0.0211 2.6% 0.0052 0.6% 81% False False 63
20 0.8250 0.7820 0.0430 5.4% 0.0067 0.8% 50% False False 82
40 0.8581 0.7820 0.0761 9.5% 0.0049 0.6% 28% False False 52
60 0.8843 0.7820 0.1023 12.7% 0.0039 0.5% 21% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.8107
2.618 0.8080
1.618 0.8063
1.000 0.8052
0.618 0.8046
HIGH 0.8035
0.618 0.8029
0.500 0.8027
0.382 0.8024
LOW 0.8018
0.618 0.8007
1.000 0.8001
1.618 0.7990
2.618 0.7973
4.250 0.7946
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 0.8032 0.8035
PP 0.8029 0.8035
S1 0.8027 0.8035

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

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