CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 0.7667 0.7669 0.0002 0.0% 0.7707
High 0.7697 0.7739 0.0042 0.5% 0.7730
Low 0.7660 0.7664 0.0004 0.1% 0.7630
Close 0.7666 0.7727 0.0061 0.8% 0.7647
Range 0.0037 0.0075 0.0038 102.7% 0.0100
ATR 0.0054 0.0056 0.0001 2.7% 0.0000
Volume 664 306 -358 -53.9% 1,455
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7935 0.7906 0.7768
R3 0.7860 0.7831 0.7748
R2 0.7785 0.7785 0.7741
R1 0.7756 0.7756 0.7734 0.7771
PP 0.7710 0.7710 0.7710 0.7717
S1 0.7681 0.7681 0.7720 0.7696
S2 0.7635 0.7635 0.7713
S3 0.7560 0.7606 0.7706
S4 0.7485 0.7531 0.7686
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7969 0.7908 0.7702
R3 0.7869 0.7808 0.7675
R2 0.7769 0.7769 0.7665
R1 0.7708 0.7708 0.7656 0.7689
PP 0.7669 0.7669 0.7669 0.7659
S1 0.7608 0.7608 0.7638 0.7589
S2 0.7569 0.7569 0.7629
S3 0.7469 0.7508 0.7620
S4 0.7369 0.7408 0.7592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7739 0.7630 0.0109 1.4% 0.0051 0.7% 89% True False 391
10 0.7842 0.7630 0.0212 2.7% 0.0053 0.7% 46% False False 447
20 0.8072 0.7630 0.0442 5.7% 0.0057 0.7% 22% False False 387
40 0.8216 0.7630 0.0586 7.6% 0.0055 0.7% 17% False False 263
60 0.8364 0.7630 0.0734 9.5% 0.0052 0.7% 13% False False 205
80 0.8364 0.7630 0.0734 9.5% 0.0049 0.6% 13% False False 165
100 0.8364 0.7630 0.0734 9.5% 0.0048 0.6% 13% False False 141
120 0.8364 0.7630 0.0734 9.5% 0.0045 0.6% 13% False False 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8058
2.618 0.7935
1.618 0.7860
1.000 0.7814
0.618 0.7785
HIGH 0.7739
0.618 0.7710
0.500 0.7702
0.382 0.7693
LOW 0.7664
0.618 0.7618
1.000 0.7589
1.618 0.7543
2.618 0.7468
4.250 0.7345
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 0.7719 0.7713
PP 0.7710 0.7699
S1 0.7702 0.7685

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

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