CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 0.8544 0.8554 0.0010 0.1% 0.8560
High 0.8559 0.8554 -0.0005 -0.1% 0.8560
Low 0.8544 0.8554 0.0010 0.1% 0.8524
Close 0.8554 0.8554 0.0000 0.0% 0.8554
Range 0.0015 0.0000 -0.0015 -100.0% 0.0036
ATR 0.0041 0.0038 -0.0003 -7.1% 0.0000
Volume 2 14 12 600.0% 47
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8554 0.8554 0.8554
R3 0.8554 0.8554 0.8554
R2 0.8554 0.8554 0.8554
R1 0.8554 0.8554 0.8554 0.8554
PP 0.8554 0.8554 0.8554 0.8554
S1 0.8554 0.8554 0.8554 0.8554
S2 0.8554 0.8554 0.8554
S3 0.8554 0.8554 0.8554
S4 0.8554 0.8554 0.8554
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8654 0.8640 0.8574
R3 0.8618 0.8604 0.8564
R2 0.8582 0.8582 0.8561
R1 0.8568 0.8568 0.8557 0.8557
PP 0.8546 0.8546 0.8546 0.8541
S1 0.8532 0.8532 0.8551 0.8521
S2 0.8510 0.8510 0.8547
S3 0.8474 0.8496 0.8544
S4 0.8438 0.8460 0.8534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8567 0.8524 0.0043 0.5% 0.0018 0.2% 70% False False 12
10 0.8622 0.8519 0.0103 1.2% 0.0028 0.3% 34% False False 60
20 0.8775 0.8519 0.0256 3.0% 0.0021 0.2% 14% False False 40
40 0.8870 0.8519 0.0351 4.1% 0.0015 0.2% 10% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8554
2.618 0.8554
1.618 0.8554
1.000 0.8554
0.618 0.8554
HIGH 0.8554
0.618 0.8554
0.500 0.8554
0.382 0.8554
LOW 0.8554
0.618 0.8554
1.000 0.8554
1.618 0.8554
2.618 0.8554
4.250 0.8554
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 0.8554 0.8550
PP 0.8554 0.8546
S1 0.8554 0.8542

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

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