CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 0.8575 0.8553 -0.0022 -0.3% 0.8660
High 0.8575 0.8553 -0.0022 -0.3% 0.8687
Low 0.8533 0.8541 0.0008 0.1% 0.8587
Close 0.8533 0.8541 0.0008 0.1% 0.8590
Range 0.0042 0.0012 -0.0030 -71.4% 0.0100
ATR 0.0046 0.0044 -0.0002 -4.0% 0.0000
Volume 251 3 -248 -98.8% 194
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8581 0.8573 0.8548
R3 0.8569 0.8561 0.8544
R2 0.8557 0.8557 0.8543
R1 0.8549 0.8549 0.8542 0.8547
PP 0.8545 0.8545 0.8545 0.8544
S1 0.8537 0.8537 0.8540 0.8535
S2 0.8533 0.8533 0.8539
S3 0.8521 0.8525 0.8538
S4 0.8509 0.8513 0.8534
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8921 0.8856 0.8645
R3 0.8821 0.8756 0.8618
R2 0.8721 0.8721 0.8608
R1 0.8656 0.8656 0.8599 0.8639
PP 0.8621 0.8621 0.8621 0.8613
S1 0.8556 0.8556 0.8581 0.8539
S2 0.8521 0.8521 0.8572
S3 0.8421 0.8456 0.8563
S4 0.8321 0.8356 0.8535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8662 0.8533 0.0129 1.5% 0.0027 0.3% 6% False False 88
10 0.8747 0.8533 0.0214 2.5% 0.0021 0.2% 4% False False 45
20 0.8843 0.8533 0.0310 3.6% 0.0014 0.2% 3% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8604
2.618 0.8584
1.618 0.8572
1.000 0.8565
0.618 0.8560
HIGH 0.8553
0.618 0.8548
0.500 0.8547
0.382 0.8546
LOW 0.8541
0.618 0.8534
1.000 0.8529
1.618 0.8522
2.618 0.8510
4.250 0.8490
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 0.8547 0.8578
PP 0.8545 0.8565
S1 0.8543 0.8553

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

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