CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 0.8020 0.7975 -0.0045 -0.6% 0.8065
High 0.8025 0.7975 -0.0050 -0.6% 0.8065
Low 0.8020 0.7958 -0.0062 -0.8% 0.7965
Close 0.8025 0.7958 -0.0067 -0.8% 0.7967
Range 0.0005 0.0017 0.0012 240.0% 0.0100
ATR 0.0071 0.0071 0.0000 -0.4% 0.0000
Volume 123 52 -71 -57.7% 120
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8015 0.8003 0.7967
R3 0.7998 0.7986 0.7963
R2 0.7981 0.7981 0.7961
R1 0.7969 0.7969 0.7960 0.7967
PP 0.7964 0.7964 0.7964 0.7962
S1 0.7952 0.7952 0.7956 0.7950
S2 0.7947 0.7947 0.7955
S3 0.7930 0.7935 0.7953
S4 0.7913 0.7918 0.7949
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8299 0.8233 0.8022
R3 0.8199 0.8133 0.7995
R2 0.8099 0.8099 0.7985
R1 0.8033 0.8033 0.7976 0.8016
PP 0.7999 0.7999 0.7999 0.7991
S1 0.7933 0.7933 0.7958 0.7916
S2 0.7899 0.7899 0.7949
S3 0.7799 0.7833 0.7940
S4 0.7699 0.7733 0.7912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8025 0.7900 0.0125 1.6% 0.0038 0.5% 46% False False 50
10 0.8065 0.7900 0.0165 2.1% 0.0031 0.4% 35% False False 40
20 0.8065 0.7809 0.0256 3.2% 0.0038 0.5% 58% False False 48
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8047
2.618 0.8020
1.618 0.8003
1.000 0.7992
0.618 0.7986
HIGH 0.7975
0.618 0.7969
0.500 0.7967
0.382 0.7964
LOW 0.7958
0.618 0.7947
1.000 0.7941
1.618 0.7930
2.618 0.7913
4.250 0.7886
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 0.7967 0.7963
PP 0.7964 0.7961
S1 0.7961 0.7960

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

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