CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 0.8256 0.8267 0.0011 0.1% 0.8238
High 0.8262 0.8320 0.0058 0.7% 0.8340
Low 0.8239 0.8267 0.0028 0.3% 0.8201
Close 0.8244 0.8311 0.0067 0.8% 0.8244
Range 0.0023 0.0053 0.0030 130.4% 0.0139
ATR 0.0055 0.0057 0.0001 2.7% 0.0000
Volume 29 40 11 37.9% 174
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 0.8458 0.8438 0.8340
R3 0.8405 0.8385 0.8326
R2 0.8352 0.8352 0.8321
R1 0.8332 0.8332 0.8316 0.8342
PP 0.8299 0.8299 0.8299 0.8305
S1 0.8279 0.8279 0.8306 0.8289
S2 0.8246 0.8246 0.8301
S3 0.8193 0.8226 0.8296
S4 0.8140 0.8173 0.8282
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8679 0.8600 0.8320
R3 0.8540 0.8461 0.8282
R2 0.8401 0.8401 0.8269
R1 0.8322 0.8322 0.8257 0.8362
PP 0.8262 0.8262 0.8262 0.8281
S1 0.8183 0.8183 0.8231 0.8223
S2 0.8123 0.8123 0.8219
S3 0.7984 0.8044 0.8206
S4 0.7845 0.7905 0.8168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8340 0.8201 0.0139 1.7% 0.0042 0.5% 79% False False 42
10 0.8342 0.8192 0.0150 1.8% 0.0040 0.5% 79% False False 30
20 0.8342 0.8001 0.0341 4.1% 0.0046 0.6% 91% False False 52
40 0.8342 0.7780 0.0562 6.8% 0.0044 0.5% 94% False False 39
60 0.8342 0.7780 0.0562 6.8% 0.0039 0.5% 94% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8545
2.618 0.8459
1.618 0.8406
1.000 0.8373
0.618 0.8353
HIGH 0.8320
0.618 0.8300
0.500 0.8294
0.382 0.8287
LOW 0.8267
0.618 0.8234
1.000 0.8214
1.618 0.8181
2.618 0.8128
4.250 0.8042
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 0.8305 0.8298
PP 0.8299 0.8285
S1 0.8294 0.8273

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

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