CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 0.8035 0.7919 -0.0116 -1.4% 0.7865
High 0.8038 0.7936 -0.0102 -1.3% 0.8010
Low 0.7945 0.7916 -0.0029 -0.4% 0.7810
Close 0.7952 0.7916 -0.0036 -0.5% 0.8010
Range 0.0093 0.0020 -0.0073 -78.5% 0.0200
ATR 0.0058 0.0056 -0.0002 -2.7% 0.0000
Volume 4 89 85 2,125.0% 264
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7983 0.7969 0.7927
R3 0.7963 0.7949 0.7922
R2 0.7943 0.7943 0.7920
R1 0.7929 0.7929 0.7918 0.7926
PP 0.7923 0.7923 0.7923 0.7921
S1 0.7909 0.7909 0.7914 0.7906
S2 0.7903 0.7903 0.7912
S3 0.7883 0.7889 0.7911
S4 0.7863 0.7869 0.7905
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 0.7916 0.0122 1.5% 0.0038 0.5% 0% False True 31
10 0.8038 0.7810 0.0228 2.9% 0.0039 0.5% 46% False False 43
20 0.8038 0.7780 0.0258 3.3% 0.0044 0.6% 53% False False 38
40 0.8065 0.7780 0.0285 3.6% 0.0037 0.5% 48% False False 37
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8021
2.618 0.7988
1.618 0.7968
1.000 0.7956
0.618 0.7948
HIGH 0.7936
0.618 0.7928
0.500 0.7926
0.382 0.7924
LOW 0.7916
0.618 0.7904
1.000 0.7896
1.618 0.7884
2.618 0.7864
4.250 0.7831
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 0.7926 0.7977
PP 0.7923 0.7957
S1 0.7919 0.7936

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

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