CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 0.8315 0.8263 -0.0052 -0.6% 0.8150
High 0.8342 0.8263 -0.0079 -0.9% 0.8223
Low 0.8295 0.8221 -0.0074 -0.9% 0.8108
Close 0.8299 0.8249 -0.0050 -0.6% 0.8192
Range 0.0047 0.0042 -0.0005 -10.6% 0.0115
ATR 0.0055 0.0057 0.0002 2.9% 0.0000
Volume 17 18 1 5.9% 661
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8370 0.8352 0.8272
R3 0.8328 0.8310 0.8261
R2 0.8286 0.8286 0.8257
R1 0.8268 0.8268 0.8253 0.8256
PP 0.8244 0.8244 0.8244 0.8239
S1 0.8226 0.8226 0.8245 0.8214
S2 0.8202 0.8202 0.8241
S3 0.8160 0.8184 0.8237
S4 0.8118 0.8142 0.8226
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8519 0.8471 0.8255
R3 0.8404 0.8356 0.8224
R2 0.8289 0.8289 0.8213
R1 0.8241 0.8241 0.8203 0.8265
PP 0.8174 0.8174 0.8174 0.8187
S1 0.8126 0.8126 0.8181 0.8150
S2 0.8059 0.8059 0.8171
S3 0.7944 0.8011 0.8160
S4 0.7829 0.7896 0.8129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8342 0.8192 0.0150 1.8% 0.0039 0.5% 38% False False 94
10 0.8342 0.8108 0.0234 2.8% 0.0043 0.5% 60% False False 75
20 0.8342 0.7916 0.0426 5.2% 0.0040 0.5% 78% False False 47
40 0.8342 0.7780 0.0562 6.8% 0.0041 0.5% 83% False False 45
60 0.8342 0.7780 0.0562 6.8% 0.0037 0.4% 83% False False 45
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8442
2.618 0.8373
1.618 0.8331
1.000 0.8305
0.618 0.8289
HIGH 0.8263
0.618 0.8247
0.500 0.8242
0.382 0.8237
LOW 0.8221
0.618 0.8195
1.000 0.8179
1.618 0.8153
2.618 0.8111
4.250 0.8043
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 0.8247 0.8282
PP 0.8244 0.8271
S1 0.8242 0.8260

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

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