CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 0.8232 0.8238 0.0006 0.1% 0.8212
High 0.8232 0.8241 0.0009 0.1% 0.8342
Low 0.8192 0.8235 0.0043 0.5% 0.8192
Close 0.8192 0.8241 0.0049 0.6% 0.8192
Range 0.0040 0.0006 -0.0034 -85.0% 0.0150
ATR 0.0057 0.0056 -0.0001 -1.0% 0.0000
Volume 23 26 3 13.0% 93
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 0.8257 0.8255 0.8244
R3 0.8251 0.8249 0.8243
R2 0.8245 0.8245 0.8242
R1 0.8243 0.8243 0.8242 0.8244
PP 0.8239 0.8239 0.8239 0.8240
S1 0.8237 0.8237 0.8240 0.8238
S2 0.8233 0.8233 0.8240
S3 0.8227 0.8231 0.8239
S4 0.8221 0.8225 0.8238
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8692 0.8592 0.8275
R3 0.8542 0.8442 0.8233
R2 0.8392 0.8392 0.8220
R1 0.8292 0.8292 0.8206 0.8267
PP 0.8242 0.8242 0.8242 0.8230
S1 0.8142 0.8142 0.8178 0.8117
S2 0.8092 0.8092 0.8165
S3 0.7942 0.7992 0.8151
S4 0.7792 0.7842 0.8110
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% 0.0035 0.4% 33% False False 22
10 0.8342 0.8108 0.0234 2.8% 0.0034 0.4% 57% False False 74
20 0.8342 0.7916 0.0426 5.2% 0.0039 0.5% 76% False False 47
40 0.8342 0.7780 0.0562 6.8% 0.0042 0.5% 82% False False 43
60 0.8342 0.7780 0.0562 6.8% 0.0037 0.4% 82% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8267
2.618 0.8257
1.618 0.8251
1.000 0.8247
0.618 0.8245
HIGH 0.8241
0.618 0.8239
0.500 0.8238
0.382 0.8237
LOW 0.8235
0.618 0.8231
1.000 0.8229
1.618 0.8225
2.618 0.8219
4.250 0.8210
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 0.8240 0.8237
PP 0.8239 0.8232
S1 0.8238 0.8228

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

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