CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 0.8505 0.8443 -0.0062 -0.7% 0.8554
High 0.8505 0.8460 -0.0045 -0.5% 0.8581
Low 0.8463 0.8432 -0.0031 -0.4% 0.8463
Close 0.8463 0.8456 -0.0007 -0.1% 0.8463
Range 0.0042 0.0028 -0.0014 -33.3% 0.0118
ATR 0.0039 0.0038 -0.0001 -1.4% 0.0000
Volume 1 76 75 7,500.0% 12
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8533 0.8523 0.8471
R3 0.8505 0.8495 0.8464
R2 0.8477 0.8477 0.8461
R1 0.8467 0.8467 0.8459 0.8472
PP 0.8449 0.8449 0.8449 0.8452
S1 0.8439 0.8439 0.8453 0.8444
S2 0.8421 0.8421 0.8451
S3 0.8393 0.8411 0.8448
S4 0.8365 0.8383 0.8441
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8856 0.8778 0.8528
R3 0.8738 0.8660 0.8495
R2 0.8620 0.8620 0.8485
R1 0.8542 0.8542 0.8474 0.8522
PP 0.8502 0.8502 0.8502 0.8493
S1 0.8424 0.8424 0.8452 0.8404
S2 0.8384 0.8384 0.8441
S3 0.8266 0.8306 0.8431
S4 0.8148 0.8188 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8581 0.8432 0.0149 1.8% 0.0020 0.2% 16% False True 17
10 0.8581 0.8432 0.0149 1.8% 0.0019 0.2% 16% False True 14
20 0.8710 0.8432 0.0278 3.3% 0.0025 0.3% 9% False True 41
40 0.8843 0.8432 0.0411 4.9% 0.0015 0.2% 6% False True 32
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8579
2.618 0.8533
1.618 0.8505
1.000 0.8488
0.618 0.8477
HIGH 0.8460
0.618 0.8449
0.500 0.8446
0.382 0.8443
LOW 0.8432
0.618 0.8415
1.000 0.8404
1.618 0.8387
2.618 0.8359
4.250 0.8313
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 0.8453 0.8507
PP 0.8449 0.8490
S1 0.8446 0.8473

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

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