CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8787 0.8829 0.0042 0.5% 0.8780
High 0.8787 0.8829 0.0042 0.5% 0.8840
Low 0.8787 0.8821 0.0034 0.4% 0.8755
Close 0.8787 0.8821 0.0034 0.4% 0.8832
Range 0.0000 0.0008 0.0008 0.0085
ATR 0.0037 0.0038 0.0000 0.9% 0.0000
Volume 96 96 0 0.0% 17
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8848 0.8842 0.8825
R3 0.8840 0.8834 0.8823
R2 0.8832 0.8832 0.8822
R1 0.8826 0.8826 0.8822 0.8825
PP 0.8824 0.8824 0.8824 0.8823
S1 0.8818 0.8818 0.8820 0.8817
S2 0.8816 0.8816 0.8820
S3 0.8808 0.8810 0.8819
S4 0.8800 0.8802 0.8817
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9064 0.9033 0.8879
R3 0.8979 0.8948 0.8855
R2 0.8894 0.8894 0.8848
R1 0.8863 0.8863 0.8840 0.8879
PP 0.8809 0.8809 0.8809 0.8817
S1 0.8778 0.8778 0.8824 0.8794
S2 0.8724 0.8724 0.8816
S3 0.8639 0.8693 0.8809
S4 0.8554 0.8608 0.8785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8840 0.8755 0.0085 1.0% 0.0004 0.0% 78% False False 39
10 0.8840 0.8732 0.0108 1.2% 0.0005 0.1% 82% False False 24
20 0.8911 0.8675 0.0236 2.7% 0.0011 0.1% 62% False False 29
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8863
2.618 0.8850
1.618 0.8842
1.000 0.8837
0.618 0.8834
HIGH 0.8829
0.618 0.8826
0.500 0.8825
0.382 0.8824
LOW 0.8821
0.618 0.8816
1.000 0.8813
1.618 0.8808
2.618 0.8800
4.250 0.8787
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8825 0.8819
PP 0.8824 0.8816
S1 0.8822 0.8814

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

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