CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Apr-2015
Day Change Summary
Previous Current
09-Apr-2015 10-Apr-2015 Change Change % Previous Week
Open 0.7919 0.7924 0.0005 0.1% 0.8001
High 0.7936 0.7924 -0.0012 -0.2% 0.8038
Low 0.7916 0.7924 0.0008 0.1% 0.7916
Close 0.7916 0.7924 0.0008 0.1% 0.7924
Range 0.0020 0.0000 -0.0020 -100.0% 0.0122
ATR 0.0056 0.0053 -0.0003 -6.1% 0.0000
Volume 89 7 -82 -92.1% 122
Daily Pivots for day following 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7924 0.7924 0.7924
R3 0.7924 0.7924 0.7924
R2 0.7924 0.7924 0.7924
R1 0.7924 0.7924 0.7924 0.7924
PP 0.7924 0.7924 0.7924 0.7924
S1 0.7924 0.7924 0.7924 0.7924
S2 0.7924 0.7924 0.7924
S3 0.7924 0.7924 0.7924
S4 0.7924 0.7924 0.7924
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8325 0.8247 0.7991
R3 0.8203 0.8125 0.7958
R2 0.8081 0.8081 0.7946
R1 0.8003 0.8003 0.7935 0.7981
PP 0.7959 0.7959 0.7959 0.7949
S1 0.7881 0.7881 0.7913 0.7859
S2 0.7837 0.7837 0.7902
S3 0.7715 0.7759 0.7890
S4 0.7593 0.7637 0.7857
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% 0.0027 0.3% 7% False False 24
10 0.8038 0.7810 0.0228 2.9% 0.0033 0.4% 50% False False 38
20 0.8038 0.7780 0.0258 3.3% 0.0043 0.5% 56% False False 35
40 0.8065 0.7780 0.0285 3.6% 0.0037 0.5% 51% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7924
2.618 0.7924
1.618 0.7924
1.000 0.7924
0.618 0.7924
HIGH 0.7924
0.618 0.7924
0.500 0.7924
0.382 0.7924
LOW 0.7924
0.618 0.7924
1.000 0.7924
1.618 0.7924
2.618 0.7924
4.250 0.7924
Fisher Pivots for day following 10-Apr-2015
Pivot 1 day 3 day
R1 0.7924 0.7977
PP 0.7924 0.7959
S1 0.7924 0.7942

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

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