CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 0.7704 0.7707 0.0003 0.0% 0.7868
High 0.7710 0.7707 -0.0003 0.0% 0.7868
Low 0.7685 0.7675 -0.0010 -0.1% 0.7685
Close 0.7691 0.7682 -0.0009 -0.1% 0.7691
Range 0.0025 0.0032 0.0007 28.0% 0.0183
ATR 0.0059 0.0057 -0.0002 -3.3% 0.0000
Volume 365 257 -108 -29.6% 2,623
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7784 0.7765 0.7700
R3 0.7752 0.7733 0.7691
R2 0.7720 0.7720 0.7688
R1 0.7701 0.7701 0.7685 0.7695
PP 0.7688 0.7688 0.7688 0.7685
S1 0.7669 0.7669 0.7679 0.7663
S2 0.7656 0.7656 0.7676
S3 0.7624 0.7637 0.7673
S4 0.7592 0.7605 0.7664
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8297 0.8177 0.7792
R3 0.8114 0.7994 0.7741
R2 0.7931 0.7931 0.7725
R1 0.7811 0.7811 0.7708 0.7780
PP 0.7748 0.7748 0.7748 0.7732
S1 0.7628 0.7628 0.7674 0.7597
S2 0.7565 0.7565 0.7657
S3 0.7382 0.7445 0.7641
S4 0.7199 0.7262 0.7590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7850 0.7675 0.0175 2.3% 0.0055 0.7% 4% False True 517
10 0.7892 0.7675 0.0217 2.8% 0.0055 0.7% 3% False True 436
20 0.8165 0.7675 0.0490 6.4% 0.0060 0.8% 1% False True 302
40 0.8216 0.7675 0.0541 7.0% 0.0058 0.8% 1% False True 242
60 0.8364 0.7675 0.0689 9.0% 0.0051 0.7% 1% False True 177
80 0.8364 0.7675 0.0689 9.0% 0.0048 0.6% 1% False True 142
100 0.8364 0.7675 0.0689 9.0% 0.0047 0.6% 1% False True 120
120 0.8364 0.7675 0.0689 9.0% 0.0045 0.6% 1% False True 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7791
1.618 0.7759
1.000 0.7739
0.618 0.7727
HIGH 0.7707
0.618 0.7695
0.500 0.7691
0.382 0.7687
LOW 0.7675
0.618 0.7655
1.000 0.7643
1.618 0.7623
2.618 0.7591
4.250 0.7539
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 0.7691 0.7707
PP 0.7688 0.7699
S1 0.7685 0.7690

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

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