CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 0.8001 0.7986 -0.0015 -0.2% 0.7865
High 0.8015 0.7986 -0.0029 -0.4% 0.8010
Low 0.7998 0.7980 -0.0018 -0.2% 0.7810
Close 0.7998 0.7981 -0.0017 -0.2% 0.8010
Range 0.0017 0.0006 -0.0011 -64.7% 0.0200
ATR 0.0058 0.0055 -0.0003 -4.9% 0.0000
Volume 3 19 16 533.3% 264
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8000 0.7997 0.7984
R3 0.7994 0.7991 0.7983
R2 0.7988 0.7988 0.7982
R1 0.7985 0.7985 0.7982 0.7984
PP 0.7982 0.7982 0.7982 0.7982
S1 0.7979 0.7979 0.7980 0.7978
S2 0.7976 0.7976 0.7980
S3 0.7970 0.7973 0.7979
S4 0.7964 0.7967 0.7978
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8543 0.8477 0.8120
R3 0.8343 0.8277 0.8065
R2 0.8143 0.8143 0.8047
R1 0.8077 0.8077 0.8028 0.8110
PP 0.7943 0.7943 0.7943 0.7960
S1 0.7877 0.7877 0.7992 0.7910
S2 0.7743 0.7743 0.7973
S3 0.7543 0.7677 0.7955
S4 0.7343 0.7477 0.7900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8015 0.7902 0.0113 1.4% 0.0026 0.3% 70% False False 28
10 0.8035 0.7810 0.0225 2.8% 0.0033 0.4% 76% False False 35
20 0.8035 0.7780 0.0255 3.2% 0.0043 0.5% 79% False False 40
40 0.8065 0.7780 0.0285 3.6% 0.0036 0.4% 71% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8012
2.618 0.8002
1.618 0.7996
1.000 0.7992
0.618 0.7990
HIGH 0.7986
0.618 0.7984
0.500 0.7983
0.382 0.7982
LOW 0.7980
0.618 0.7976
1.000 0.7974
1.618 0.7970
2.618 0.7964
4.250 0.7955
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 0.7983 0.7985
PP 0.7982 0.7984
S1 0.7982 0.7982

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

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