CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 0.7980 0.7865 -0.0115 -1.4% 0.7975
High 0.7980 0.7868 -0.0112 -1.4% 0.8035
Low 0.7918 0.7857 -0.0061 -0.8% 0.7918
Close 0.7918 0.7863 -0.0055 -0.7% 0.7918
Range 0.0062 0.0011 -0.0051 -82.3% 0.0117
ATR 0.0063 0.0063 0.0000 -0.2% 0.0000
Volume 54 120 66 122.2% 82
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7896 0.7890 0.7869
R3 0.7885 0.7879 0.7866
R2 0.7874 0.7874 0.7865
R1 0.7868 0.7868 0.7864 0.7866
PP 0.7863 0.7863 0.7863 0.7861
S1 0.7857 0.7857 0.7862 0.7855
S2 0.7852 0.7852 0.7861
S3 0.7841 0.7846 0.7860
S4 0.7830 0.7835 0.7857
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8308 0.8230 0.7982
R3 0.8191 0.8113 0.7950
R2 0.8074 0.8074 0.7939
R1 0.7996 0.7996 0.7929 0.7977
PP 0.7957 0.7957 0.7957 0.7947
S1 0.7879 0.7879 0.7907 0.7860
S2 0.7840 0.7840 0.7897
S3 0.7723 0.7762 0.7886
S4 0.7606 0.7645 0.7854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8035 0.7857 0.0178 2.3% 0.0033 0.4% 3% False True 38
10 0.8035 0.7780 0.0255 3.2% 0.0051 0.6% 33% False False 29
20 0.8040 0.7780 0.0260 3.3% 0.0041 0.5% 32% False False 41
40 0.8065 0.7780 0.0285 3.6% 0.0037 0.5% 29% False False 45
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7897
1.618 0.7886
1.000 0.7879
0.618 0.7875
HIGH 0.7868
0.618 0.7864
0.500 0.7863
0.382 0.7861
LOW 0.7857
0.618 0.7850
1.000 0.7846
1.618 0.7839
2.618 0.7828
4.250 0.7810
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 0.7863 0.7946
PP 0.7863 0.7918
S1 0.7863 0.7891

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

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