CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 0.7870 0.7785 -0.0085 -1.1% 0.7919
High 0.7870 0.7805 -0.0065 -0.8% 0.7919
Low 0.7844 0.7780 -0.0064 -0.8% 0.7780
Close 0.7844 0.7792 -0.0052 -0.7% 0.7792
Range 0.0026 0.0025 -0.0001 -3.8% 0.0139
ATR 0.0060 0.0060 0.0000 0.5% 0.0000
Volume 104 79 -25 -24.0% 289
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7867 0.7855 0.7806
R3 0.7842 0.7830 0.7799
R2 0.7817 0.7817 0.7797
R1 0.7805 0.7805 0.7794 0.7811
PP 0.7792 0.7792 0.7792 0.7796
S1 0.7780 0.7780 0.7790 0.7786
S2 0.7767 0.7767 0.7787
S3 0.7742 0.7755 0.7785
S4 0.7717 0.7730 0.7778
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8247 0.8159 0.7868
R3 0.8108 0.8020 0.7830
R2 0.7969 0.7969 0.7817
R1 0.7881 0.7881 0.7805 0.7856
PP 0.7830 0.7830 0.7830 0.7818
S1 0.7742 0.7742 0.7779 0.7717
S2 0.7691 0.7691 0.7767
S3 0.7552 0.7603 0.7754
S4 0.7413 0.7464 0.7716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7919 0.7780 0.0139 1.8% 0.0028 0.4% 9% False True 57
10 0.8040 0.7780 0.0260 3.3% 0.0029 0.4% 5% False True 40
20 0.8065 0.7780 0.0285 3.7% 0.0031 0.4% 4% False True 39
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7911
2.618 0.7870
1.618 0.7845
1.000 0.7830
0.618 0.7820
HIGH 0.7805
0.618 0.7795
0.500 0.7793
0.382 0.7790
LOW 0.7780
0.618 0.7765
1.000 0.7755
1.618 0.7740
2.618 0.7715
4.250 0.7674
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 0.7793 0.7825
PP 0.7792 0.7814
S1 0.7792 0.7803

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

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