CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 0.8045 0.8000 -0.0045 -0.6% 0.8028
High 0.8048 0.8000 -0.0048 -0.6% 0.8035
Low 0.8000 0.7990 -0.0010 -0.1% 0.7894
Close 0.8035 0.7990 -0.0045 -0.6% 0.8004
Range 0.0048 0.0010 -0.0038 -79.2% 0.0141
ATR 0.0079 0.0076 -0.0002 -3.1% 0.0000
Volume 44 41 -3 -6.8% 427
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8023 0.8017 0.7996
R3 0.8013 0.8007 0.7993
R2 0.8003 0.8003 0.7992
R1 0.7997 0.7997 0.7991 0.7995
PP 0.7993 0.7993 0.7993 0.7993
S1 0.7987 0.7987 0.7989 0.7985
S2 0.7983 0.7983 0.7988
S3 0.7973 0.7977 0.7987
S4 0.7963 0.7967 0.7985
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 0.7990 0.0075 0.9% 0.0024 0.3% 0% False True 29
10 0.8065 0.7894 0.0171 2.1% 0.0024 0.3% 56% False False 56
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8043
2.618 0.8026
1.618 0.8016
1.000 0.8010
0.618 0.8006
HIGH 0.8000
0.618 0.7996
0.500 0.7995
0.382 0.7994
LOW 0.7990
0.618 0.7984
1.000 0.7980
1.618 0.7974
2.618 0.7964
4.250 0.7948
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 0.7995 0.8028
PP 0.7993 0.8015
S1 0.7992 0.8003

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

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