CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 0.8650 0.8634 -0.0016 -0.2% 0.8760
High 0.8687 0.8662 -0.0025 -0.3% 0.8775
Low 0.8650 0.8634 -0.0016 -0.2% 0.8689
Close 0.8687 0.8650 -0.0037 -0.4% 0.8689
Range 0.0037 0.0028 -0.0009 -24.3% 0.0086
ATR 0.0045 0.0046 0.0001 1.2% 0.0000
Volume 5 1 -4 -80.0% 79
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8733 0.8719 0.8665
R3 0.8705 0.8691 0.8658
R2 0.8677 0.8677 0.8655
R1 0.8663 0.8663 0.8653 0.8670
PP 0.8649 0.8649 0.8649 0.8652
S1 0.8635 0.8635 0.8647 0.8642
S2 0.8621 0.8621 0.8645
S3 0.8593 0.8607 0.8642
S4 0.8565 0.8579 0.8635
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 0.8723 0.8634 0.0089 1.0% 0.0019 0.2% 18% False True 3
10 0.8843 0.8634 0.0209 2.4% 0.0013 0.2% 8% False True 9
20 0.8843 0.8634 0.0209 2.4% 0.0009 0.1% 8% False True 16
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 0.8781
2.618 0.8735
1.618 0.8707
1.000 0.8690
0.618 0.8679
HIGH 0.8662
0.618 0.8651
0.500 0.8648
0.382 0.8645
LOW 0.8634
0.618 0.8617
1.000 0.8606
1.618 0.8589
2.618 0.8561
4.250 0.8515
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 0.8649 0.8661
PP 0.8649 0.8657
S1 0.8648 0.8654

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

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