CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 0.7800 0.7780 -0.0020 -0.3% 0.7919
High 0.7808 0.7940 0.0132 1.7% 0.7919
Low 0.7800 0.7780 -0.0020 -0.3% 0.7780
Close 0.7808 0.7870 0.0062 0.8% 0.7792
Range 0.0008 0.0160 0.0152 1,900.0% 0.0139
ATR 0.0055 0.0062 0.0008 13.7% 0.0000
Volume 33 13 -20 -60.6% 289
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8343 0.8267 0.7958
R3 0.8183 0.8107 0.7914
R2 0.8023 0.8023 0.7899
R1 0.7947 0.7947 0.7885 0.7985
PP 0.7863 0.7863 0.7863 0.7883
S1 0.7787 0.7787 0.7855 0.7825
S2 0.7703 0.7703 0.7841
S3 0.7543 0.7627 0.7826
S4 0.7383 0.7467 0.7782
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 0.7940 0.7780 0.0160 2.0% 0.0051 0.6% 56% True True 74
10 0.8020 0.7780 0.0240 3.0% 0.0042 0.5% 38% False True 54
20 0.8040 0.7780 0.0260 3.3% 0.0036 0.5% 35% False True 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.8620
2.618 0.8359
1.618 0.8199
1.000 0.8100
0.618 0.8039
HIGH 0.7940
0.618 0.7879
0.500 0.7860
0.382 0.7841
LOW 0.7780
0.618 0.7681
1.000 0.7620
1.618 0.7521
2.618 0.7361
4.250 0.7100
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 0.7867 0.7867
PP 0.7863 0.7863
S1 0.7860 0.7860

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

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