CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 02-Apr-2015

Day Change Summary
	Previous	Current
	01-Apr-2015	02-Apr-2015	Change	Change %	Previous Week
Open	0.7867	0.7912	0.0045	0.6%	0.7933
High	0.7935	0.7944	0.0009	0.1%	0.8040
Low	0.7857	0.7892	0.0035	0.4%	0.7910
Close	0.7908	0.7943	0.0035	0.4%	0.7922
Range	0.0078	0.0052	-0.0026	-33.3%	0.0130
ATR	0.0077	0.0075	-0.0002	-2.3%	0.0000
Volume	348	219	-129	-37.1%	889

Daily Pivots for day following 02-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8082	0.8065	0.7972
R3	0.8030	0.8013	0.7957
R2	0.7978	0.7978	0.7953
R1	0.7961	0.7961	0.7948	0.7970
PP	0.7926	0.7926	0.7926	0.7931
S1	0.7909	0.7909	0.7938	0.7918
S2	0.7874	0.7874	0.7933
S3	0.7822	0.7857	0.7929
S4	0.7770	0.7805	0.7914

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8347	0.8265	0.7994
R3	0.8217	0.8135	0.7958
R2	0.8087	0.8087	0.7946
R1	0.8005	0.8005	0.7934	0.7981
PP	0.7957	0.7957	0.7957	0.7946
S1	0.7875	0.7875	0.7910	0.7851
S2	0.7827	0.7827	0.7898
S3	0.7697	0.7745	0.7886
S4	0.7567	0.7615	0.7851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8000	0.7809	0.0191	2.4%	0.0071	0.9%	70%	False	False	351
10	0.8040	0.7809	0.0231	2.9%	0.0068	0.9%	58%	False	False	221
20	0.8040	0.7777	0.0263	3.3%	0.0075	0.9%	63%	False	False	223
40	0.8075	0.7777	0.0298	3.8%	0.0063	0.8%	56%	False	False	179
60	0.8421	0.7777	0.0644	8.1%	0.0064	0.8%	26%	False	False	142
80	0.8687	0.7777	0.0910	11.5%	0.0054	0.7%	18%	False	False	117
100	0.8843	0.7777	0.1066	13.4%	0.0045	0.6%	16%	False	False	98

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8165
2.618	0.8080
1.618	0.8028
1.000	0.7996
0.618	0.7976
HIGH	0.7944
0.618	0.7924
0.500	0.7918
0.382	0.7912
LOW	0.7892
0.618	0.7860
1.000	0.7840
1.618	0.7808
2.618	0.7756
4.250	0.7671

Fisher Pivots for day following 02-Apr-2015
Pivot	1 day	3 day
R1	0.7935	0.7921
PP	0.7926	0.7899
S1	0.7918	0.7877

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols