CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 0.8171 0.8150 -0.0021 -0.3% 0.7917
High 0.8250 0.8185 -0.0065 -0.8% 0.8250
Low 0.8140 0.8150 0.0010 0.1% 0.7917
Close 0.8145 0.8152 0.0007 0.1% 0.8145
Range 0.0110 0.0035 -0.0075 -68.2% 0.0333
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 28 40 12 42.9% 58
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8267 0.8245 0.8171
R3 0.8232 0.8210 0.8162
R2 0.8197 0.8197 0.8158
R1 0.8175 0.8175 0.8155 0.8186
PP 0.8162 0.8162 0.8162 0.8168
S1 0.8140 0.8140 0.8149 0.8151
S2 0.8127 0.8127 0.8146
S3 0.8092 0.8105 0.8142
S4 0.8057 0.8070 0.8133
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.9103 0.8957 0.8328
R3 0.8770 0.8624 0.8237
R2 0.8437 0.8437 0.8206
R1 0.8291 0.8291 0.8176 0.8364
PP 0.8104 0.8104 0.8104 0.8141
S1 0.7958 0.7958 0.8114 0.8031
S2 0.7771 0.7771 0.8084
S3 0.7438 0.7625 0.8053
S4 0.7105 0.7292 0.7962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8250 0.7986 0.0264 3.2% 0.0065 0.8% 63% False False 19
10 0.8250 0.7916 0.0334 4.1% 0.0045 0.5% 71% False False 21
20 0.8250 0.7810 0.0440 5.4% 0.0040 0.5% 78% False False 27
40 0.8250 0.7780 0.0470 5.8% 0.0040 0.5% 79% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8334
2.618 0.8277
1.618 0.8242
1.000 0.8220
0.618 0.8207
HIGH 0.8185
0.618 0.8172
0.500 0.8168
0.382 0.8163
LOW 0.8150
0.618 0.8128
1.000 0.8115
1.618 0.8093
2.618 0.8058
4.250 0.8001
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 0.8168 0.8185
PP 0.8162 0.8174
S1 0.8157 0.8163

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

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