CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 0.8535 0.8542 0.0007 0.1% 0.8660
High 0.8579 0.8586 0.0007 0.1% 0.8687
Low 0.8519 0.8542 0.0023 0.3% 0.8587
Close 0.8519 0.8570 0.0051 0.6% 0.8590
Range 0.0060 0.0044 -0.0016 -26.7% 0.0100
ATR 0.0045 0.0046 0.0002 3.5% 0.0000
Volume 137 88 -49 -35.8% 194
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8698 0.8678 0.8594
R3 0.8654 0.8634 0.8582
R2 0.8610 0.8610 0.8578
R1 0.8590 0.8590 0.8574 0.8600
PP 0.8566 0.8566 0.8566 0.8571
S1 0.8546 0.8546 0.8566 0.8556
S2 0.8522 0.8522 0.8562
S3 0.8478 0.8502 0.8558
S4 0.8434 0.8458 0.8546
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 0.8622 0.8519 0.0103 1.2% 0.0039 0.5% 50% False False 108
10 0.8710 0.8519 0.0191 2.2% 0.0031 0.4% 27% False False 67
20 0.8843 0.8519 0.0324 3.8% 0.0018 0.2% 16% False False 47
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8773
2.618 0.8701
1.618 0.8657
1.000 0.8630
0.618 0.8613
HIGH 0.8586
0.618 0.8569
0.500 0.8564
0.382 0.8559
LOW 0.8542
0.618 0.8515
1.000 0.8498
1.618 0.8471
2.618 0.8427
4.250 0.8355
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 0.8568 0.8564
PP 0.8566 0.8558
S1 0.8564 0.8553

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

View Archives - Comment on this page... - Back to Index of Symbols