CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 0.8405 0.8375 -0.0030 -0.4% 0.8443
High 0.8421 0.8388 -0.0033 -0.4% 0.8460
Low 0.8398 0.8370 -0.0028 -0.3% 0.8370
Close 0.8398 0.8386 -0.0012 -0.1% 0.8386
Range 0.0023 0.0018 -0.0005 -21.7% 0.0090
ATR 0.0038 0.0037 -0.0001 -1.8% 0.0000
Volume 39 43 4 10.3% 256
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8435 0.8429 0.8396
R3 0.8417 0.8411 0.8391
R2 0.8399 0.8399 0.8389
R1 0.8393 0.8393 0.8388 0.8396
PP 0.8381 0.8381 0.8381 0.8383
S1 0.8375 0.8375 0.8384 0.8378
S2 0.8363 0.8363 0.8383
S3 0.8345 0.8357 0.8381
S4 0.8327 0.8339 0.8376
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8675 0.8621 0.8436
R3 0.8585 0.8531 0.8411
R2 0.8495 0.8495 0.8403
R1 0.8441 0.8441 0.8394 0.8423
PP 0.8405 0.8405 0.8405 0.8397
S1 0.8351 0.8351 0.8378 0.8333
S2 0.8315 0.8315 0.8370
S3 0.8225 0.8261 0.8361
S4 0.8135 0.8171 0.8337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8460 0.8370 0.0090 1.1% 0.0029 0.3% 18% False True 51
10 0.8581 0.8370 0.0211 2.5% 0.0022 0.3% 8% False True 28
20 0.8627 0.8370 0.0257 3.1% 0.0026 0.3% 6% False True 49
40 0.8843 0.8370 0.0473 5.6% 0.0018 0.2% 3% False True 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8465
2.618 0.8435
1.618 0.8417
1.000 0.8406
0.618 0.8399
HIGH 0.8388
0.618 0.8381
0.500 0.8379
0.382 0.8377
LOW 0.8370
0.618 0.8359
1.000 0.8352
1.618 0.8341
2.618 0.8323
4.250 0.8294
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 0.8384 0.8396
PP 0.8381 0.8392
S1 0.8379 0.8389

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

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