CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 0.8443 0.8446 0.0003 0.0% 0.8554
High 0.8460 0.8446 -0.0014 -0.2% 0.8581
Low 0.8432 0.8403 -0.0029 -0.3% 0.8463
Close 0.8456 0.8416 -0.0040 -0.5% 0.8463
Range 0.0028 0.0043 0.0015 53.6% 0.0118
ATR 0.0038 0.0039 0.0001 2.8% 0.0000
Volume 76 71 -5 -6.6% 12
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8551 0.8526 0.8440
R3 0.8508 0.8483 0.8428
R2 0.8465 0.8465 0.8424
R1 0.8440 0.8440 0.8420 0.8431
PP 0.8422 0.8422 0.8422 0.8417
S1 0.8397 0.8397 0.8412 0.8388
S2 0.8379 0.8379 0.8408
S3 0.8336 0.8354 0.8404
S4 0.8293 0.8311 0.8392
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 0.8403 0.0178 2.1% 0.0026 0.3% 7% False True 31
10 0.8581 0.8403 0.0178 2.1% 0.0022 0.3% 7% False True 20
20 0.8687 0.8403 0.0284 3.4% 0.0026 0.3% 5% False True 44
40 0.8843 0.8403 0.0440 5.2% 0.0016 0.2% 3% False True 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8629
2.618 0.8559
1.618 0.8516
1.000 0.8489
0.618 0.8473
HIGH 0.8446
0.618 0.8430
0.500 0.8425
0.382 0.8419
LOW 0.8403
0.618 0.8376
1.000 0.8360
1.618 0.8333
2.618 0.8290
4.250 0.8220
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 0.8425 0.8454
PP 0.8422 0.8441
S1 0.8419 0.8429

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

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