CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 0.8554 0.8554 0.0000 0.0% 0.8560
High 0.8554 0.8554 0.0000 0.0% 0.8560
Low 0.8554 0.8541 -0.0013 -0.2% 0.8524
Close 0.8554 0.8547 -0.0007 -0.1% 0.8554
Range 0.0000 0.0013 0.0013 0.0036
ATR 0.0038 0.0036 -0.0002 -4.7% 0.0000
Volume 14 3 -11 -78.6% 47
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8586 0.8580 0.8554
R3 0.8573 0.8567 0.8551
R2 0.8560 0.8560 0.8549
R1 0.8554 0.8554 0.8548 0.8551
PP 0.8547 0.8547 0.8547 0.8546
S1 0.8541 0.8541 0.8546 0.8538
S2 0.8534 0.8534 0.8545
S3 0.8521 0.8528 0.8543
S4 0.8508 0.8515 0.8540
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 0.8560 0.8524 0.0036 0.4% 0.0017 0.2% 64% False False 10
10 0.8586 0.8519 0.0067 0.8% 0.0026 0.3% 42% False False 54
20 0.8775 0.8519 0.0256 3.0% 0.0022 0.3% 11% False False 40
40 0.8843 0.8519 0.0324 3.8% 0.0015 0.2% 9% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8609
2.618 0.8588
1.618 0.8575
1.000 0.8567
0.618 0.8562
HIGH 0.8554
0.618 0.8549
0.500 0.8548
0.382 0.8546
LOW 0.8541
0.618 0.8533
1.000 0.8528
1.618 0.8520
2.618 0.8507
4.250 0.8486
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 0.8548 0.8550
PP 0.8547 0.8549
S1 0.8547 0.8548

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

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