CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 0.8524 0.8544 0.0020 0.2% 0.8575
High 0.8558 0.8559 0.0001 0.0% 0.8586
Low 0.8524 0.8544 0.0020 0.2% 0.8519
Close 0.8558 0.8554 -0.0004 0.0% 0.8567
Range 0.0034 0.0015 -0.0019 -55.9% 0.0067
ATR 0.0043 0.0041 -0.0002 -4.6% 0.0000
Volume 29 2 -27 -93.1% 493
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8597 0.8591 0.8562
R3 0.8582 0.8576 0.8558
R2 0.8567 0.8567 0.8557
R1 0.8561 0.8561 0.8555 0.8564
PP 0.8552 0.8552 0.8552 0.8554
S1 0.8546 0.8546 0.8553 0.8549
S2 0.8537 0.8537 0.8551
S3 0.8522 0.8531 0.8550
S4 0.8507 0.8516 0.8546
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8758 0.8730 0.8604
R3 0.8691 0.8663 0.8585
R2 0.8624 0.8624 0.8579
R1 0.8596 0.8596 0.8573 0.8577
PP 0.8557 0.8557 0.8557 0.8548
S1 0.8529 0.8529 0.8561 0.8510
S2 0.8490 0.8490 0.8555
S3 0.8423 0.8462 0.8549
S4 0.8356 0.8395 0.8530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8586 0.8524 0.0062 0.7% 0.0027 0.3% 48% False False 27
10 0.8627 0.8519 0.0108 1.3% 0.0030 0.4% 32% False False 71
20 0.8843 0.8519 0.0324 3.8% 0.0022 0.3% 11% False False 40
40 0.8911 0.8519 0.0392 4.6% 0.0016 0.2% 9% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8623
2.618 0.8598
1.618 0.8583
1.000 0.8574
0.618 0.8568
HIGH 0.8559
0.618 0.8553
0.500 0.8552
0.382 0.8550
LOW 0.8544
0.618 0.8535
1.000 0.8529
1.618 0.8520
2.618 0.8505
4.250 0.8480
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 0.8553 0.8550
PP 0.8552 0.8546
S1 0.8552 0.8542

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

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