CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 0.7707 0.7687 -0.0020 -0.3% 0.7868
High 0.7707 0.7730 0.0023 0.3% 0.7868
Low 0.7675 0.7683 0.0008 0.1% 0.7685
Close 0.7682 0.7709 0.0027 0.4% 0.7691
Range 0.0032 0.0047 0.0015 46.9% 0.0183
ATR 0.0057 0.0056 -0.0001 -1.1% 0.0000
Volume 257 211 -46 -17.9% 2,623
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7848 0.7826 0.7735
R3 0.7801 0.7779 0.7722
R2 0.7754 0.7754 0.7718
R1 0.7732 0.7732 0.7713 0.7743
PP 0.7707 0.7707 0.7707 0.7713
S1 0.7685 0.7685 0.7705 0.7696
S2 0.7660 0.7660 0.7700
S3 0.7613 0.7638 0.7696
S4 0.7566 0.7591 0.7683
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 0.7842 0.7675 0.0167 2.2% 0.0054 0.7% 20% False False 503
10 0.7885 0.7675 0.0210 2.7% 0.0052 0.7% 16% False False 421
20 0.8125 0.7675 0.0450 5.8% 0.0058 0.8% 8% False False 309
40 0.8216 0.7675 0.0541 7.0% 0.0057 0.7% 6% False False 246
60 0.8364 0.7675 0.0689 8.9% 0.0051 0.7% 5% False False 174
80 0.8364 0.7675 0.0689 8.9% 0.0048 0.6% 5% False False 144
100 0.8364 0.7675 0.0689 8.9% 0.0047 0.6% 5% False False 122
120 0.8364 0.7675 0.0689 8.9% 0.0045 0.6% 5% False False 110
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7930
2.618 0.7853
1.618 0.7806
1.000 0.7777
0.618 0.7759
HIGH 0.7730
0.618 0.7712
0.500 0.7707
0.382 0.7701
LOW 0.7683
0.618 0.7654
1.000 0.7636
1.618 0.7607
2.618 0.7560
4.250 0.7483
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 0.7708 0.7707
PP 0.7707 0.7705
S1 0.7707 0.7703

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

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