CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 0.8660 0.8650 -0.0010 -0.1% 0.8760
High 0.8660 0.8687 0.0027 0.3% 0.8775
Low 0.8650 0.8650 0.0000 0.0% 0.8689
Close 0.8660 0.8687 0.0027 0.3% 0.8689
Range 0.0010 0.0037 0.0027 270.0% 0.0086
ATR 0.0046 0.0045 -0.0001 -1.4% 0.0000
Volume 3 5 2 66.7% 79
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8786 0.8773 0.8707
R3 0.8749 0.8736 0.8697
R2 0.8712 0.8712 0.8694
R1 0.8699 0.8699 0.8690 0.8706
PP 0.8675 0.8675 0.8675 0.8678
S1 0.8662 0.8662 0.8684 0.8669
S2 0.8638 0.8638 0.8680
S3 0.8601 0.8625 0.8677
S4 0.8564 0.8588 0.8667
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% 0.0015 0.2% 38% False True 3
10 0.8843 0.8650 0.0193 2.2% 0.0011 0.1% 19% False True 18
20 0.8843 0.8650 0.0193 2.2% 0.0008 0.1% 19% False True 18
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8844
2.618 0.8784
1.618 0.8747
1.000 0.8724
0.618 0.8710
HIGH 0.8687
0.618 0.8673
0.500 0.8669
0.382 0.8664
LOW 0.8650
0.618 0.8627
1.000 0.8613
1.618 0.8590
2.618 0.8553
4.250 0.8493
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 0.8681 0.8685
PP 0.8675 0.8682
S1 0.8669 0.8680

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

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