CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 14-Apr-2015
Day Change Summary
Previous Current
13-Apr-2015 14-Apr-2015 Change Change % Previous Week
Open 0.7917 0.7986 0.0069 0.9% 0.8001
High 0.7917 0.7986 0.0069 0.9% 0.8038
Low 0.7917 0.7986 0.0069 0.9% 0.7916
Close 0.7917 0.7986 0.0069 0.9% 0.7924
Range
ATR 0.0049 0.0051 0.0001 2.8% 0.0000
Volume 3 3 0 0.0% 122
Daily Pivots for day following 14-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7986 0.7986 0.7986
R3 0.7986 0.7986 0.7986
R2 0.7986 0.7986 0.7986
R1 0.7986 0.7986 0.7986 0.7986
PP 0.7986 0.7986 0.7986 0.7986
S1 0.7986 0.7986 0.7986 0.7986
S2 0.7986 0.7986 0.7986
S3 0.7986 0.7986 0.7986
S4 0.7986 0.7986 0.7986
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% 0.0023 0.3% 57% False False 21
10 0.8038 0.7902 0.0136 1.7% 0.0025 0.3% 62% False False 24
20 0.8038 0.7780 0.0258 3.2% 0.0041 0.5% 80% False False 26
40 0.8048 0.7780 0.0268 3.4% 0.0036 0.4% 77% False False 36
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 False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7986
2.618 0.7986
1.618 0.7986
1.000 0.7986
0.618 0.7986
HIGH 0.7986
0.618 0.7986
0.500 0.7986
0.382 0.7986
LOW 0.7986
0.618 0.7986
1.000 0.7986
1.618 0.7986
2.618 0.7986
4.250 0.7986
Fisher Pivots for day following 14-Apr-2015
Pivot 1 day 3 day
R1 0.7986 0.7975
PP 0.7986 0.7963
S1 0.7986 0.7952

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

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