CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 0.8065 0.8011 -0.0054 -0.7% 0.8281
High 0.8065 0.8025 -0.0040 -0.5% 0.8281
Low 0.8005 0.7992 -0.0013 -0.2% 0.8005
Close 0.8024 0.8009 -0.0015 -0.2% 0.8024
Range 0.0060 0.0033 -0.0027 -45.0% 0.0276
ATR 0.0055 0.0054 -0.0002 -2.9% 0.0000
Volume 11 57 46 418.2% 283
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8108 0.8091 0.8027
R3 0.8075 0.8058 0.8018
R2 0.8042 0.8042 0.8015
R1 0.8025 0.8025 0.8012 0.8017
PP 0.8009 0.8009 0.8009 0.8005
S1 0.7992 0.7992 0.8006 0.7984
S2 0.7976 0.7976 0.8003
S3 0.7943 0.7959 0.8000
S4 0.7910 0.7926 0.7991
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8931 0.8754 0.8176
R3 0.8655 0.8478 0.8100
R2 0.8379 0.8379 0.8075
R1 0.8202 0.8202 0.8049 0.8153
PP 0.8103 0.8103 0.8103 0.8079
S1 0.7926 0.7926 0.7999 0.7877
S2 0.7827 0.7827 0.7973
S3 0.7551 0.7650 0.7948
S4 0.7275 0.7374 0.7872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8281 0.7992 0.0289 3.6% 0.0076 0.9% 6% False True 68
10 0.8383 0.7992 0.0391 4.9% 0.0064 0.8% 4% False True 42
20 0.8581 0.7992 0.0589 7.4% 0.0043 0.5% 3% False True 35
40 0.8843 0.7992 0.0851 10.6% 0.0032 0.4% 2% False True 37
60 0.8911 0.7992 0.0919 11.5% 0.0025 0.3% 2% False True 35
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 False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8165
2.618 0.8111
1.618 0.8078
1.000 0.8058
0.618 0.8045
HIGH 0.8025
0.618 0.8012
0.500 0.8009
0.382 0.8005
LOW 0.7992
0.618 0.7972
1.000 0.7959
1.618 0.7939
2.618 0.7906
4.250 0.7852
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 0.8009 0.8032
PP 0.8009 0.8024
S1 0.8009 0.8017

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

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