CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 0.8150 0.8129 -0.0021 -0.3% 0.7917
High 0.8185 0.8129 -0.0056 -0.7% 0.8250
Low 0.8150 0.8108 -0.0042 -0.5% 0.7917
Close 0.8152 0.8113 -0.0039 -0.5% 0.8145
Range 0.0035 0.0021 -0.0014 -40.0% 0.0333
ATR 0.0060 0.0059 -0.0001 -1.9% 0.0000
Volume 40 22 -18 -45.0% 58
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8180 0.8167 0.8125
R3 0.8159 0.8146 0.8119
R2 0.8138 0.8138 0.8117
R1 0.8125 0.8125 0.8115 0.8121
PP 0.8117 0.8117 0.8117 0.8115
S1 0.8104 0.8104 0.8111 0.8100
S2 0.8096 0.8096 0.8109
S3 0.8075 0.8083 0.8107
S4 0.8054 0.8062 0.8101
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.9103 0.8957 0.8328
R3 0.8770 0.8624 0.8237
R2 0.8437 0.8437 0.8206
R1 0.8291 0.8291 0.8176 0.8364
PP 0.8104 0.8104 0.8104 0.8141
S1 0.7958 0.7958 0.8114 0.8031
S2 0.7771 0.7771 0.8084
S3 0.7438 0.7625 0.8053
S4 0.7105 0.7292 0.7962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8250 0.8001 0.0249 3.1% 0.0070 0.9% 45% False False 22
10 0.8250 0.7916 0.0334 4.1% 0.0046 0.6% 59% False False 22
20 0.8250 0.7810 0.0440 5.4% 0.0040 0.5% 69% False False 28
40 0.8250 0.7780 0.0470 5.8% 0.0039 0.5% 71% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8218
2.618 0.8184
1.618 0.8163
1.000 0.8150
0.618 0.8142
HIGH 0.8129
0.618 0.8121
0.500 0.8119
0.382 0.8116
LOW 0.8108
0.618 0.8095
1.000 0.8087
1.618 0.8074
2.618 0.8053
4.250 0.8019
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 0.8119 0.8179
PP 0.8117 0.8157
S1 0.8115 0.8135

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

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