CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 0.8830 0.8682 -0.0148 -1.7% 0.8787
High 0.8843 0.8682 -0.0161 -1.8% 0.8843
Low 0.8830 0.8682 -0.0148 -1.7% 0.8682
Close 0.8843 0.8682 -0.0161 -1.8% 0.8682
Range 0.0013 0.0000 -0.0013 -100.0% 0.0161
ATR 0.0037 0.0046 0.0009 24.3% 0.0000
Volume 2 1 -1 -50.0% 195
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8682 0.8682 0.8682
R3 0.8682 0.8682 0.8682
R2 0.8682 0.8682 0.8682
R1 0.8682 0.8682 0.8682 0.8682
PP 0.8682 0.8682 0.8682 0.8682
S1 0.8682 0.8682 0.8682 0.8682
S2 0.8682 0.8682 0.8682
S3 0.8682 0.8682 0.8682
S4 0.8682 0.8682 0.8682
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9219 0.9111 0.8771
R3 0.9058 0.8950 0.8726
R2 0.8897 0.8897 0.8712
R1 0.8789 0.8789 0.8697 0.8763
PP 0.8736 0.8736 0.8736 0.8722
S1 0.8628 0.8628 0.8667 0.8602
S2 0.8575 0.8575 0.8652
S3 0.8414 0.8467 0.8638
S4 0.8253 0.8306 0.8593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8843 0.8682 0.0161 1.9% 0.0007 0.1% 0% False True 39
10 0.8843 0.8682 0.0161 1.9% 0.0005 0.1% 0% False True 21
20 0.8843 0.8675 0.0168 1.9% 0.0009 0.1% 4% False False 29
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8682
2.618 0.8682
1.618 0.8682
1.000 0.8682
0.618 0.8682
HIGH 0.8682
0.618 0.8682
0.500 0.8682
0.382 0.8682
LOW 0.8682
0.618 0.8682
1.000 0.8682
1.618 0.8682
2.618 0.8682
4.250 0.8682
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 0.8682 0.8763
PP 0.8682 0.8736
S1 0.8682 0.8709

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

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