CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 0.7867 0.7902 0.0035 0.4% 0.7975
High 0.7879 0.7924 0.0045 0.6% 0.8035
Low 0.7810 0.7902 0.0092 1.2% 0.7918
Close 0.7879 0.7903 0.0024 0.3% 0.7918
Range 0.0069 0.0022 -0.0047 -68.1% 0.0117
ATR 0.0063 0.0062 -0.0001 -2.0% 0.0000
Volume 24 75 51 212.5% 82
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7976 0.7961 0.7915
R3 0.7954 0.7939 0.7909
R2 0.7932 0.7932 0.7907
R1 0.7917 0.7917 0.7905 0.7925
PP 0.7910 0.7910 0.7910 0.7913
S1 0.7895 0.7895 0.7901 0.7903
S2 0.7888 0.7888 0.7899
S3 0.7866 0.7873 0.7897
S4 0.7844 0.7851 0.7891
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 0.7810 0.0225 2.8% 0.0041 0.5% 41% False False 56
10 0.8035 0.7810 0.0225 2.8% 0.0043 0.5% 41% False False 34
20 0.8035 0.7780 0.0255 3.2% 0.0043 0.5% 48% False False 44
40 0.8065 0.7780 0.0285 3.6% 0.0035 0.4% 43% False False 44
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8018
2.618 0.7982
1.618 0.7960
1.000 0.7946
0.618 0.7938
HIGH 0.7924
0.618 0.7916
0.500 0.7913
0.382 0.7910
LOW 0.7902
0.618 0.7888
1.000 0.7880
1.618 0.7866
2.618 0.7844
4.250 0.7809
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 0.7913 0.7891
PP 0.7910 0.7879
S1 0.7906 0.7867

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

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