CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 0.7904 0.7833 -0.0071 -0.9% 0.8011
High 0.7906 0.7946 0.0040 0.5% 0.8055
Low 0.7820 0.7833 0.0013 0.2% 0.7820
Close 0.7869 0.7929 0.0060 0.8% 0.7869
Range 0.0086 0.0113 0.0027 31.4% 0.0235
ATR 0.0061 0.0065 0.0004 6.1% 0.0000
Volume 80 349 269 336.3% 267
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8242 0.8198 0.7991
R3 0.8129 0.8085 0.7960
R2 0.8016 0.8016 0.7950
R1 0.7972 0.7972 0.7939 0.7994
PP 0.7903 0.7903 0.7903 0.7914
S1 0.7859 0.7859 0.7919 0.7881
S2 0.7790 0.7790 0.7908
S3 0.7677 0.7746 0.7898
S4 0.7564 0.7633 0.7867
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8620 0.8479 0.7998
R3 0.8385 0.8244 0.7934
R2 0.8150 0.8150 0.7912
R1 0.8009 0.8009 0.7891 0.7962
PP 0.7915 0.7915 0.7915 0.7891
S1 0.7774 0.7774 0.7847 0.7727
S2 0.7680 0.7680 0.7826
S3 0.7445 0.7539 0.7804
S4 0.7210 0.7304 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8055 0.7820 0.0235 3.0% 0.0082 1.0% 46% False False 111
10 0.8281 0.7820 0.0461 5.8% 0.0079 1.0% 24% False False 89
20 0.8460 0.7820 0.0640 8.1% 0.0060 0.8% 17% False False 62
40 0.8723 0.7820 0.0903 11.4% 0.0042 0.5% 12% False False 49
60 0.8843 0.7820 0.1023 12.9% 0.0030 0.4% 11% False False 42
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 0.0006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8426
2.618 0.8242
1.618 0.8129
1.000 0.8059
0.618 0.8016
HIGH 0.7946
0.618 0.7903
0.500 0.7890
0.382 0.7876
LOW 0.7833
0.618 0.7763
1.000 0.7720
1.618 0.7650
2.618 0.7537
4.250 0.7353
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 0.7916 0.7918
PP 0.7903 0.7906
S1 0.7890 0.7895

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

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