CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 0.8780 0.8778 -0.0002 0.0% 0.8721
High 0.8780 0.8788 0.0008 0.1% 0.8804
Low 0.8778 0.8778 0.0000 0.0% 0.8721
Close 0.8778 0.8788 0.0010 0.1% 0.8798
Range 0.0002 0.0010 0.0008 400.0% 0.0083
ATR 0.0038 0.0036 -0.0002 -5.3% 0.0000
Volume 10 4 -6 -60.0% 95
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8815 0.8811 0.8794
R3 0.8805 0.8801 0.8791
R2 0.8795 0.8795 0.8790
R1 0.8791 0.8791 0.8789 0.8793
PP 0.8785 0.8785 0.8785 0.8786
S1 0.8781 0.8781 0.8787 0.8783
S2 0.8775 0.8775 0.8786
S3 0.8765 0.8771 0.8785
S4 0.8755 0.8761 0.8783
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9023 0.8994 0.8844
R3 0.8940 0.8911 0.8821
R2 0.8857 0.8857 0.8813
R1 0.8828 0.8828 0.8806 0.8843
PP 0.8774 0.8774 0.8774 0.8782
S1 0.8745 0.8745 0.8790 0.8760
S2 0.8691 0.8691 0.8783
S3 0.8608 0.8662 0.8775
S4 0.8525 0.8579 0.8752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8804 0.8732 0.0072 0.8% 0.0006 0.1% 78% False False 9
10 0.8804 0.8675 0.0129 1.5% 0.0006 0.1% 88% False False 30
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8831
2.618 0.8814
1.618 0.8804
1.000 0.8798
0.618 0.8794
HIGH 0.8788
0.618 0.8784
0.500 0.8783
0.382 0.8782
LOW 0.8778
0.618 0.8772
1.000 0.8768
1.618 0.8762
2.618 0.8752
4.250 0.8736
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 0.8786 0.8791
PP 0.8785 0.8790
S1 0.8783 0.8789

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

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