CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 0.7970 0.7894 -0.0076 -1.0% 0.7821
High 0.7981 0.7894 -0.0087 -1.1% 0.8045
Low 0.7925 0.7894 -0.0031 -0.4% 0.7821
Close 0.7925 0.7894 -0.0031 -0.4% 0.7963
Range 0.0056 0.0000 -0.0056 -100.0% 0.0224
ATR
Volume 16 364 348 2,175.0% 152
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7894 0.7894 0.7894
R3 0.7894 0.7894 0.7894
R2 0.7894 0.7894 0.7894
R1 0.7894 0.7894 0.7894 0.7894
PP 0.7894 0.7894 0.7894 0.7894
S1 0.7894 0.7894 0.7894 0.7894
S2 0.7894 0.7894 0.7894
S3 0.7894 0.7894 0.7894
S4 0.7894 0.7894 0.7894
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8615 0.8513 0.8086
R3 0.8391 0.8289 0.8025
R2 0.8167 0.8167 0.8004
R1 0.8065 0.8065 0.7984 0.8116
PP 0.7943 0.7943 0.7943 0.7969
S1 0.7841 0.7841 0.7942 0.7892
S2 0.7719 0.7719 0.7922
S3 0.7495 0.7617 0.7901
S4 0.7271 0.7393 0.7840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8045 0.7894 0.0151 1.9% 0.0023 0.3% 0% False True 82
10 0.8045 0.7809 0.0236 3.0% 0.0045 0.6% 36% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0001
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7894
2.618 0.7894
1.618 0.7894
1.000 0.7894
0.618 0.7894
HIGH 0.7894
0.618 0.7894
0.500 0.7894
0.382 0.7894
LOW 0.7894
0.618 0.7894
1.000 0.7894
1.618 0.7894
2.618 0.7894
4.250 0.7894
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 0.7894 0.7961
PP 0.7894 0.7939
S1 0.7894 0.7916

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

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