CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 0.8710 0.8660 -0.0050 -0.6% 0.8760
High 0.8710 0.8660 -0.0050 -0.6% 0.8775
Low 0.8689 0.8650 -0.0039 -0.4% 0.8689
Close 0.8689 0.8660 -0.0029 -0.3% 0.8689
Range 0.0021 0.0010 -0.0011 -52.4% 0.0086
ATR 0.0046 0.0046 -0.0001 -1.1% 0.0000
Volume 3 3 0 0.0% 79
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8687 0.8683 0.8666
R3 0.8677 0.8673 0.8663
R2 0.8667 0.8667 0.8662
R1 0.8663 0.8663 0.8661 0.8665
PP 0.8657 0.8657 0.8657 0.8658
S1 0.8653 0.8653 0.8659 0.8655
S2 0.8647 0.8647 0.8658
S3 0.8637 0.8643 0.8657
S4 0.8627 0.8633 0.8655
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 0.8747 0.8650 0.0097 1.1% 0.0008 0.1% 10% False True 16
10 0.8843 0.8650 0.0193 2.2% 0.0008 0.1% 5% False True 27
20 0.8843 0.8650 0.0193 2.2% 0.0006 0.1% 5% False True 19
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8703
2.618 0.8686
1.618 0.8676
1.000 0.8670
0.618 0.8666
HIGH 0.8660
0.618 0.8656
0.500 0.8655
0.382 0.8654
LOW 0.8650
0.618 0.8644
1.000 0.8640
1.618 0.8634
2.618 0.8624
4.250 0.8608
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 0.8658 0.8687
PP 0.8657 0.8678
S1 0.8655 0.8669

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

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