CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 0.8778 0.8755 -0.0023 -0.3% 0.8721
High 0.8788 0.8755 -0.0033 -0.4% 0.8804
Low 0.8778 0.8755 -0.0023 -0.3% 0.8721
Close 0.8788 0.8755 -0.0033 -0.4% 0.8798
Range 0.0010 0.0000 -0.0010 -100.0% 0.0083
ATR 0.0036 0.0036 0.0000 -0.6% 0.0000
Volume 4 1 -3 -75.0% 95
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8755 0.8755 0.8755
R3 0.8755 0.8755 0.8755
R2 0.8755 0.8755 0.8755
R1 0.8755 0.8755 0.8755 0.8755
PP 0.8755 0.8755 0.8755 0.8755
S1 0.8755 0.8755 0.8755 0.8755
S2 0.8755 0.8755 0.8755
S3 0.8755 0.8755 0.8755
S4 0.8755 0.8755 0.8755
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% 0.0004 0.0% 32% False False 4
10 0.8804 0.8675 0.0129 1.5% 0.0006 0.1% 62% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8755
2.618 0.8755
1.618 0.8755
1.000 0.8755
0.618 0.8755
HIGH 0.8755
0.618 0.8755
0.500 0.8755
0.382 0.8755
LOW 0.8755
0.618 0.8755
1.000 0.8755
1.618 0.8755
2.618 0.8755
4.250 0.8755
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 0.8755 0.8772
PP 0.8755 0.8766
S1 0.8755 0.8761

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

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