CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 0.7924 0.7917 -0.0007 -0.1% 0.8001
High 0.7924 0.7917 -0.0007 -0.1% 0.8038
Low 0.7924 0.7917 -0.0007 -0.1% 0.7916
Close 0.7924 0.7917 -0.0007 -0.1% 0.7924
Range
ATR 0.0053 0.0049 -0.0003 -6.2% 0.0000
Volume 7 3 -4 -57.1% 122
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7917 0.7917 0.7917
R3 0.7917 0.7917 0.7917
R2 0.7917 0.7917 0.7917
R1 0.7917 0.7917 0.7917 0.7917
PP 0.7917 0.7917 0.7917 0.7917
S1 0.7917 0.7917 0.7917 0.7917
S2 0.7917 0.7917 0.7917
S3 0.7917 0.7917 0.7917
S4 0.7917 0.7917 0.7917
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% 0.0024 0.3% 1% False False 24
10 0.8038 0.7810 0.0228 2.9% 0.0031 0.4% 47% False False 26
20 0.8038 0.7780 0.0258 3.3% 0.0041 0.5% 53% False False 28
40 0.8065 0.7780 0.0285 3.6% 0.0036 0.5% 48% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.7917
2.618 0.7917
1.618 0.7917
1.000 0.7917
0.618 0.7917
HIGH 0.7917
0.618 0.7917
0.500 0.7917
0.382 0.7917
LOW 0.7917
0.618 0.7917
1.000 0.7917
1.618 0.7917
2.618 0.7917
4.250 0.7917
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 0.7917 0.7926
PP 0.7917 0.7923
S1 0.7917 0.7920

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

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