CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	0.8721	0.8754	0.0033	0.4%	0.8750
High	0.8721	0.8754	0.0033	0.4%	0.8759
Low	0.8721	0.8754	0.0033	0.4%	0.8675
Close	0.8721	0.8754	0.0033	0.4%	0.8759
Range
ATR
Volume	30	30	0	0.0%	273

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8754	0.8754	0.8754
R3	0.8754	0.8754	0.8754
R2	0.8754	0.8754	0.8754
R1	0.8754	0.8754	0.8754	0.8754
PP	0.8754	0.8754	0.8754	0.8754
S1	0.8754	0.8754	0.8754	0.8754
S2	0.8754	0.8754	0.8754
S3	0.8754	0.8754	0.8754
S4	0.8754	0.8754	0.8754

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8983	0.8955	0.8805
R3	0.8899	0.8871	0.8782
R2	0.8815	0.8815	0.8774
R1	0.8787	0.8787	0.8767	0.8801
PP	0.8731	0.8731	0.8731	0.8738
S1	0.8703	0.8703	0.8751	0.8717
S2	0.8647	0.8647	0.8744
S3	0.8563	0.8619	0.8736
S4	0.8479	0.8535	0.8713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8759	0.8675	0.0084	1.0%	0.0005	0.1%	94%	False	False	51
10	0.8911	0.8675	0.0236	2.7%	0.0017	0.2%	33%	False	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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

Fibonacci Retracements and Extensions
4.250	0.8754
2.618	0.8754
1.618	0.8754
1.000	0.8754
0.618	0.8754
HIGH	0.8754
0.618	0.8754
0.500	0.8754
0.382	0.8754
LOW	0.8754
0.618	0.8754
1.000	0.8754
1.618	0.8754
2.618	0.8754
4.250	0.8754

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	0.8754	0.8749
PP	0.8754	0.8745
S1	0.8754	0.8740

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols