CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 0.8723 0.8710 -0.0013 -0.1% 0.8760
High 0.8723 0.8710 -0.0013 -0.1% 0.8775
Low 0.8723 0.8689 -0.0034 -0.4% 0.8689
Close 0.8723 0.8689 -0.0034 -0.4% 0.8689
Range 0.0000 0.0021 0.0021 0.0086
ATR 0.0047 0.0046 -0.0001 -2.0% 0.0000
Volume 3 3 0 0.0% 79
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8759 0.8745 0.8701
R3 0.8738 0.8724 0.8695
R2 0.8717 0.8717 0.8693
R1 0.8703 0.8703 0.8691 0.8700
PP 0.8696 0.8696 0.8696 0.8694
S1 0.8682 0.8682 0.8687 0.8679
S2 0.8675 0.8675 0.8685
S3 0.8654 0.8661 0.8683
S4 0.8633 0.8640 0.8677
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8976 0.8918 0.8736
R3 0.8890 0.8832 0.8713
R2 0.8804 0.8804 0.8705
R1 0.8746 0.8746 0.8697 0.8732
PP 0.8718 0.8718 0.8718 0.8711
S1 0.8660 0.8660 0.8681 0.8646
S2 0.8632 0.8632 0.8673
S3 0.8546 0.8574 0.8665
S4 0.8460 0.8488 0.8642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8775 0.8689 0.0086 1.0% 0.0009 0.1% 0% False True 15
10 0.8843 0.8682 0.0161 1.9% 0.0008 0.1% 4% False False 27
20 0.8843 0.8682 0.0161 1.9% 0.0006 0.1% 4% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8799
2.618 0.8765
1.618 0.8744
1.000 0.8731
0.618 0.8723
HIGH 0.8710
0.618 0.8702
0.500 0.8700
0.382 0.8697
LOW 0.8689
0.618 0.8676
1.000 0.8668
1.618 0.8655
2.618 0.8634
4.250 0.8600
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 0.8700 0.8718
PP 0.8696 0.8708
S1 0.8693 0.8699

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

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