CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 0.7999 0.8035 0.0036 0.5% 0.8028
High 0.7999 0.8035 0.0036 0.5% 0.8035
Low 0.7999 0.8004 0.0005 0.1% 0.7894
Close 0.7999 0.8004 0.0005 0.1% 0.8004
Range 0.0000 0.0031 0.0031 0.0141
ATR
Volume 25 5 -20 -80.0% 427
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8107 0.8087 0.8021
R3 0.8076 0.8056 0.8013
R2 0.8045 0.8045 0.8010
R1 0.8025 0.8025 0.8007 0.8020
PP 0.8014 0.8014 0.8014 0.8012
S1 0.7994 0.7994 0.8001 0.7989
S2 0.7983 0.7983 0.7998
S3 0.7952 0.7963 0.7995
S4 0.7921 0.7932 0.7987
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8401 0.8343 0.8082
R3 0.8260 0.8202 0.8043
R2 0.8119 0.8119 0.8030
R1 0.8061 0.8061 0.8017 0.8020
PP 0.7978 0.7978 0.7978 0.7957
S1 0.7920 0.7920 0.7991 0.7879
S2 0.7837 0.7837 0.7978
S3 0.7696 0.7779 0.7965
S4 0.7555 0.7638 0.7926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8035 0.7894 0.0141 1.8% 0.0022 0.3% 78% True False 85
10 0.8045 0.7821 0.0224 2.8% 0.0035 0.4% 82% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8167
2.618 0.8116
1.618 0.8085
1.000 0.8066
0.618 0.8054
HIGH 0.8035
0.618 0.8023
0.500 0.8020
0.382 0.8016
LOW 0.8004
0.618 0.7985
1.000 0.7973
1.618 0.7954
2.618 0.7923
4.250 0.7872
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 0.8020 0.7991
PP 0.8014 0.7978
S1 0.8009 0.7965

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

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