CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 0.8326 0.8291 -0.0035 -0.4% 0.8375
High 0.8383 0.8315 -0.0068 -0.8% 0.8383
Low 0.8310 0.8273 -0.0037 -0.4% 0.8273
Close 0.8312 0.8315 0.0003 0.0% 0.8315
Range 0.0073 0.0042 -0.0031 -42.5% 0.0110
ATR 0.0042 0.0042 0.0000 -0.1% 0.0000
Volume 4 18 14 350.0% 88
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8427 0.8413 0.8338
R3 0.8385 0.8371 0.8327
R2 0.8343 0.8343 0.8323
R1 0.8329 0.8329 0.8319 0.8336
PP 0.8301 0.8301 0.8301 0.8305
S1 0.8287 0.8287 0.8311 0.8294
S2 0.8259 0.8259 0.8307
S3 0.8217 0.8245 0.8303
S4 0.8175 0.8203 0.8292
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8654 0.8594 0.8376
R3 0.8544 0.8484 0.8345
R2 0.8434 0.8434 0.8335
R1 0.8374 0.8374 0.8325 0.8349
PP 0.8324 0.8324 0.8324 0.8311
S1 0.8264 0.8264 0.8305 0.8239
S2 0.8214 0.8214 0.8295
S3 0.8104 0.8154 0.8285
S4 0.7994 0.8044 0.8255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8383 0.8273 0.0110 1.3% 0.0052 0.6% 38% False True 17
10 0.8460 0.8273 0.0187 2.2% 0.0041 0.5% 22% False True 34
20 0.8586 0.8273 0.0313 3.8% 0.0031 0.4% 13% False True 25
40 0.8843 0.8273 0.0570 6.9% 0.0023 0.3% 7% False True 34
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8494
2.618 0.8425
1.618 0.8383
1.000 0.8357
0.618 0.8341
HIGH 0.8315
0.618 0.8299
0.500 0.8294
0.382 0.8289
LOW 0.8273
0.618 0.8247
1.000 0.8231
1.618 0.8205
2.618 0.8163
4.250 0.8095
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 0.8308 0.8328
PP 0.8301 0.8324
S1 0.8294 0.8319

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

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