CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 0.8396 0.8405 0.0009 0.1% 0.8554
High 0.8413 0.8421 0.0008 0.1% 0.8581
Low 0.8380 0.8398 0.0018 0.2% 0.8463
Close 0.8413 0.8398 -0.0015 -0.2% 0.8463
Range 0.0033 0.0023 -0.0010 -30.3% 0.0118
ATR 0.0039 0.0038 -0.0001 -2.9% 0.0000
Volume 27 39 12 44.4% 12
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8475 0.8459 0.8411
R3 0.8452 0.8436 0.8404
R2 0.8429 0.8429 0.8402
R1 0.8413 0.8413 0.8400 0.8410
PP 0.8406 0.8406 0.8406 0.8404
S1 0.8390 0.8390 0.8396 0.8387
S2 0.8383 0.8383 0.8394
S3 0.8360 0.8367 0.8392
S4 0.8337 0.8344 0.8385
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 0.8505 0.8380 0.0125 1.5% 0.0034 0.4% 14% False False 42
10 0.8581 0.8380 0.0201 2.4% 0.0022 0.3% 9% False False 24
20 0.8662 0.8380 0.0282 3.4% 0.0026 0.3% 6% False False 47
40 0.8843 0.8380 0.0463 5.5% 0.0017 0.2% 4% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8519
2.618 0.8481
1.618 0.8458
1.000 0.8444
0.618 0.8435
HIGH 0.8421
0.618 0.8412
0.500 0.8410
0.382 0.8407
LOW 0.8398
0.618 0.8384
1.000 0.8375
1.618 0.8361
2.618 0.8338
4.250 0.8300
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 0.8410 0.8413
PP 0.8406 0.8408
S1 0.8402 0.8403

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

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