CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 0.8343 0.8345 0.0002 0.0% 0.8238
High 0.8364 0.8349 -0.0015 -0.2% 0.8340
Low 0.8327 0.8308 -0.0019 -0.2% 0.8201
Close 0.8329 0.8313 -0.0016 -0.2% 0.8244
Range 0.0037 0.0041 0.0004 10.8% 0.0139
ATR 0.0056 0.0055 -0.0001 -2.0% 0.0000
Volume 29 57 28 96.6% 174
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 0.8446 0.8421 0.8336
R3 0.8405 0.8380 0.8324
R2 0.8364 0.8364 0.8321
R1 0.8339 0.8339 0.8317 0.8331
PP 0.8323 0.8323 0.8323 0.8320
S1 0.8298 0.8298 0.8309 0.8290
S2 0.8282 0.8282 0.8305
S3 0.8241 0.8257 0.8302
S4 0.8200 0.8216 0.8290
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8679 0.8600 0.8320
R3 0.8540 0.8461 0.8282
R2 0.8401 0.8401 0.8269
R1 0.8322 0.8322 0.8257 0.8362
PP 0.8262 0.8262 0.8262 0.8281
S1 0.8183 0.8183 0.8231 0.8223
S2 0.8123 0.8123 0.8219
S3 0.7984 0.8044 0.8206
S4 0.7845 0.7905 0.8168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8364 0.8225 0.0139 1.7% 0.0036 0.4% 63% False False 39
10 0.8364 0.8192 0.0172 2.1% 0.0039 0.5% 70% False False 35
20 0.8364 0.8108 0.0256 3.1% 0.0041 0.5% 80% False False 55
40 0.8364 0.7810 0.0554 6.7% 0.0039 0.5% 91% False False 40
60 0.8364 0.7780 0.0584 7.0% 0.0039 0.5% 91% False False 41
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8523
2.618 0.8456
1.618 0.8415
1.000 0.8390
0.618 0.8374
HIGH 0.8349
0.618 0.8333
0.500 0.8329
0.382 0.8324
LOW 0.8308
0.618 0.8283
1.000 0.8267
1.618 0.8242
2.618 0.8201
4.250 0.8134
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 0.8329 0.8316
PP 0.8323 0.8315
S1 0.8318 0.8314

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

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