CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 0.8011 0.7987 -0.0024 -0.3% 0.8281
High 0.8025 0.8055 0.0030 0.4% 0.8281
Low 0.7992 0.7987 -0.0005 -0.1% 0.8005
Close 0.8009 0.8046 0.0037 0.5% 0.8024
Range 0.0033 0.0068 0.0035 106.1% 0.0276
ATR 0.0054 0.0055 0.0001 1.9% 0.0000
Volume 57 9 -48 -84.2% 283
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8233 0.8208 0.8083
R3 0.8165 0.8140 0.8065
R2 0.8097 0.8097 0.8058
R1 0.8072 0.8072 0.8052 0.8085
PP 0.8029 0.8029 0.8029 0.8036
S1 0.8004 0.8004 0.8040 0.8017
S2 0.7961 0.7961 0.8034
S3 0.7893 0.7936 0.8027
S4 0.7825 0.7868 0.8009
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 0.8250 0.7987 0.0263 3.3% 0.0078 1.0% 22% False True 66
10 0.8383 0.7987 0.0396 4.9% 0.0064 0.8% 15% False True 41
20 0.8581 0.7987 0.0594 7.4% 0.0046 0.6% 10% False True 35
40 0.8775 0.7987 0.0788 9.8% 0.0034 0.4% 7% False True 37
60 0.8870 0.7987 0.0883 11.0% 0.0026 0.3% 7% False True 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8344
2.618 0.8233
1.618 0.8165
1.000 0.8123
0.618 0.8097
HIGH 0.8055
0.618 0.8029
0.500 0.8021
0.382 0.8013
LOW 0.7987
0.618 0.7945
1.000 0.7919
1.618 0.7877
2.618 0.7809
4.250 0.7698
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 0.8038 0.8039
PP 0.8029 0.8033
S1 0.8021 0.8026

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

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