CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 0.8375 0.8375 0.0000 0.0% 0.8443
High 0.8388 0.8375 -0.0013 -0.2% 0.8460
Low 0.8370 0.8310 -0.0060 -0.7% 0.8370
Close 0.8386 0.8316 -0.0070 -0.8% 0.8386
Range 0.0018 0.0065 0.0047 261.1% 0.0090
ATR 0.0037 0.0040 0.0003 7.5% 0.0000
Volume 43 23 -20 -46.5% 256
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8529 0.8487 0.8352
R3 0.8464 0.8422 0.8334
R2 0.8399 0.8399 0.8328
R1 0.8357 0.8357 0.8322 0.8346
PP 0.8334 0.8334 0.8334 0.8328
S1 0.8292 0.8292 0.8310 0.8281
S2 0.8269 0.8269 0.8304
S3 0.8204 0.8227 0.8298
S4 0.8139 0.8162 0.8280
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 0.8446 0.8310 0.0136 1.6% 0.0036 0.4% 4% False True 40
10 0.8581 0.8310 0.0271 3.3% 0.0028 0.3% 2% False True 29
20 0.8622 0.8310 0.0312 3.8% 0.0028 0.3% 2% False True 44
40 0.8843 0.8310 0.0533 6.4% 0.0019 0.2% 1% False True 33
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 0.0004
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.8651
2.618 0.8545
1.618 0.8480
1.000 0.8440
0.618 0.8415
HIGH 0.8375
0.618 0.8350
0.500 0.8343
0.382 0.8335
LOW 0.8310
0.618 0.8270
1.000 0.8245
1.618 0.8205
2.618 0.8140
4.250 0.8034
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 0.8343 0.8366
PP 0.8334 0.8349
S1 0.8325 0.8333

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

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