CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 08-Apr-2015
Day Change Summary
Previous Current
07-Apr-2015 08-Apr-2015 Change Change % Previous Week
Open 0.7986 0.8035 0.0049 0.6% 0.7865
High 0.7986 0.8038 0.0052 0.7% 0.8010
Low 0.7980 0.7945 -0.0035 -0.4% 0.7810
Close 0.7981 0.7952 -0.0029 -0.4% 0.8010
Range 0.0006 0.0093 0.0087 1,450.0% 0.0200
ATR 0.0055 0.0058 0.0003 5.0% 0.0000
Volume 19 4 -15 -78.9% 264
Daily Pivots for day following 08-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8257 0.8198 0.8003
R3 0.8164 0.8105 0.7978
R2 0.8071 0.8071 0.7969
R1 0.8012 0.8012 0.7961 0.7995
PP 0.7978 0.7978 0.7978 0.7970
S1 0.7919 0.7919 0.7943 0.7902
S2 0.7885 0.7885 0.7935
S3 0.7792 0.7826 0.7926
S4 0.7699 0.7733 0.7901
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 0.8038 0.7907 0.0131 1.6% 0.0041 0.5% 34% True False 14
10 0.8038 0.7810 0.0228 2.9% 0.0041 0.5% 62% True False 35
20 0.8038 0.7780 0.0258 3.2% 0.0045 0.6% 67% True False 39
40 0.8065 0.7780 0.0285 3.6% 0.0037 0.5% 60% False False 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 0.0004
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8433
2.618 0.8281
1.618 0.8188
1.000 0.8131
0.618 0.8095
HIGH 0.8038
0.618 0.8002
0.500 0.7992
0.382 0.7981
LOW 0.7945
0.618 0.7888
1.000 0.7852
1.618 0.7795
2.618 0.7702
4.250 0.7550
Fisher Pivots for day following 08-Apr-2015
Pivot 1 day 3 day
R1 0.7992 0.7992
PP 0.7978 0.7978
S1 0.7965 0.7965

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

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