CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 0.8006 0.8120 0.0114 1.4% 0.8001
High 0.8112 0.8191 0.0079 1.0% 0.8038
Low 0.8001 0.8120 0.0119 1.5% 0.7916
Close 0.8104 0.8191 0.0087 1.1% 0.7924
Range 0.0111 0.0071 -0.0040 -36.0% 0.0122
ATR 0.0056 0.0058 0.0002 3.9% 0.0000
Volume 3 21 18 600.0% 122
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8380 0.8357 0.8230
R3 0.8309 0.8286 0.8211
R2 0.8238 0.8238 0.8204
R1 0.8215 0.8215 0.8198 0.8227
PP 0.8167 0.8167 0.8167 0.8173
S1 0.8144 0.8144 0.8184 0.8156
S2 0.8096 0.8096 0.8178
S3 0.8025 0.8073 0.8171
S4 0.7954 0.8002 0.8152
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 0.8191 0.7917 0.0274 3.3% 0.0036 0.4% 100% True False 7
10 0.8191 0.7916 0.0275 3.4% 0.0037 0.5% 100% True False 19
20 0.8191 0.7810 0.0381 4.7% 0.0037 0.5% 100% True False 26
40 0.8191 0.7780 0.0411 5.0% 0.0039 0.5% 100% True False 34
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8493
2.618 0.8377
1.618 0.8306
1.000 0.8262
0.618 0.8235
HIGH 0.8191
0.618 0.8164
0.500 0.8156
0.382 0.8147
LOW 0.8120
0.618 0.8076
1.000 0.8049
1.618 0.8005
2.618 0.7934
4.250 0.7818
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 0.8179 0.8157
PP 0.8167 0.8123
S1 0.8156 0.8089

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

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