CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 0.8569 0.8581 0.0012 0.1% 0.8560
High 0.8569 0.8581 0.0012 0.1% 0.8560
Low 0.8569 0.8562 -0.0007 -0.1% 0.8524
Close 0.8569 0.8562 -0.0007 -0.1% 0.8554
Range 0.0000 0.0019 0.0019 0.0036
ATR 0.0035 0.0034 -0.0001 -3.3% 0.0000
Volume 4 4 0 0.0% 47
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8625 0.8613 0.8572
R3 0.8606 0.8594 0.8567
R2 0.8587 0.8587 0.8565
R1 0.8575 0.8575 0.8564 0.8572
PP 0.8568 0.8568 0.8568 0.8567
S1 0.8556 0.8556 0.8560 0.8553
S2 0.8549 0.8549 0.8559
S3 0.8530 0.8537 0.8557
S4 0.8511 0.8518 0.8552
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 0.8581 0.8541 0.0040 0.5% 0.0009 0.1% 53% True False 5
10 0.8586 0.8519 0.0067 0.8% 0.0023 0.3% 64% False False 29
20 0.8747 0.8519 0.0228 2.7% 0.0022 0.3% 19% False False 37
40 0.8843 0.8519 0.0324 3.8% 0.0015 0.2% 13% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8662
2.618 0.8631
1.618 0.8612
1.000 0.8600
0.618 0.8593
HIGH 0.8581
0.618 0.8574
0.500 0.8572
0.382 0.8569
LOW 0.8562
0.618 0.8550
1.000 0.8543
1.618 0.8531
2.618 0.8512
4.250 0.8481
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 0.8572 0.8562
PP 0.8568 0.8561
S1 0.8565 0.8561

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

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