CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 0.8065 0.8045 -0.0020 -0.2% 0.8028
High 0.8065 0.8048 -0.0017 -0.2% 0.8035
Low 0.8035 0.8000 -0.0035 -0.4% 0.7894
Close 0.8061 0.8035 -0.0026 -0.3% 0.8004
Range 0.0030 0.0048 0.0018 60.0% 0.0141
ATR 0.0080 0.0079 -0.0001 -1.7% 0.0000
Volume 33 44 11 33.3% 427
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8172 0.8151 0.8061
R3 0.8124 0.8103 0.8048
R2 0.8076 0.8076 0.8044
R1 0.8055 0.8055 0.8039 0.8042
PP 0.8028 0.8028 0.8028 0.8021
S1 0.8007 0.8007 0.8031 0.7994
S2 0.7980 0.7980 0.8026
S3 0.7932 0.7959 0.8022
S4 0.7884 0.7911 0.8009
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 0.8065 0.7894 0.0171 2.1% 0.0022 0.3% 82% False False 94
10 0.8065 0.7894 0.0171 2.1% 0.0027 0.3% 82% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8252
2.618 0.8174
1.618 0.8126
1.000 0.8096
0.618 0.8078
HIGH 0.8048
0.618 0.8030
0.500 0.8024
0.382 0.8018
LOW 0.8000
0.618 0.7970
1.000 0.7952
1.618 0.7922
2.618 0.7874
4.250 0.7796
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 0.8031 0.8034
PP 0.8028 0.8033
S1 0.8024 0.8033

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

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