CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 0.7785 0.7800 0.0015 0.2% 0.7919
High 0.7805 0.7825 0.0020 0.3% 0.7919
Low 0.7780 0.7790 0.0010 0.1% 0.7780
Close 0.7792 0.7806 0.0014 0.2% 0.7792
Range 0.0025 0.0035 0.0010 40.0% 0.0139
ATR 0.0060 0.0059 -0.0002 -3.0% 0.0000
Volume 79 145 66 83.5% 289
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7912 0.7894 0.7825
R3 0.7877 0.7859 0.7816
R2 0.7842 0.7842 0.7812
R1 0.7824 0.7824 0.7809 0.7833
PP 0.7807 0.7807 0.7807 0.7812
S1 0.7789 0.7789 0.7803 0.7798
S2 0.7772 0.7772 0.7800
S3 0.7737 0.7754 0.7796
S4 0.7702 0.7719 0.7787
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 0.7893 0.7780 0.0113 1.4% 0.0035 0.4% 23% False False 68
10 0.8040 0.7780 0.0260 3.3% 0.0030 0.4% 10% False False 54
20 0.8065 0.7780 0.0285 3.7% 0.0031 0.4% 9% False False 46
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7974
2.618 0.7917
1.618 0.7882
1.000 0.7860
0.618 0.7847
HIGH 0.7825
0.618 0.7812
0.500 0.7808
0.382 0.7803
LOW 0.7790
0.618 0.7768
1.000 0.7755
1.618 0.7733
2.618 0.7698
4.250 0.7641
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 0.7808 0.7825
PP 0.7807 0.7819
S1 0.7807 0.7812

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

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