CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 0.7577 0.7590 0.0013 0.2% 0.7590
High 0.7612 0.7657 0.0045 0.6% 0.7657
Low 0.7551 0.7577 0.0026 0.3% 0.7527
Close 0.7598 0.7645 0.0047 0.6% 0.7645
Range 0.0061 0.0080 0.0019 31.1% 0.0130
ATR 0.0069 0.0070 0.0001 1.1% 0.0000
Volume 58,837 68,905 10,068 17.1% 295,710
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7866 0.7836 0.7689
R3 0.7786 0.7756 0.7667
R2 0.7706 0.7706 0.7660
R1 0.7676 0.7676 0.7652 0.7691
PP 0.7626 0.7626 0.7626 0.7634
S1 0.7596 0.7596 0.7638 0.7611
S2 0.7546 0.7546 0.7630
S3 0.7466 0.7516 0.7623
S4 0.7386 0.7436 0.7601
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8000 0.7952 0.7717
R3 0.7870 0.7822 0.7681
R2 0.7740 0.7740 0.7669
R1 0.7692 0.7692 0.7657 0.7716
PP 0.7610 0.7610 0.7610 0.7622
S1 0.7562 0.7562 0.7633 0.7586
S2 0.7480 0.7480 0.7621
S3 0.7350 0.7432 0.7609
S4 0.7220 0.7302 0.7574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7657 0.7527 0.0130 1.7% 0.0071 0.9% 91% True False 59,142
10 0.7747 0.7527 0.0220 2.9% 0.0074 1.0% 54% False False 60,400
20 0.7791 0.7527 0.0264 3.5% 0.0069 0.9% 45% False False 57,490
40 0.7791 0.7428 0.0363 4.7% 0.0065 0.9% 60% False False 57,127
60 0.7791 0.7428 0.0363 4.7% 0.0070 0.9% 60% False False 38,607
80 0.7885 0.7428 0.0457 6.0% 0.0066 0.9% 47% False False 29,057
100 0.8216 0.7428 0.0788 10.3% 0.0064 0.8% 28% False False 23,286
120 0.8364 0.7428 0.0936 12.2% 0.0062 0.8% 23% False False 19,427
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7866
1.618 0.7786
1.000 0.7737
0.618 0.7706
HIGH 0.7657
0.618 0.7626
0.500 0.7617
0.382 0.7608
LOW 0.7577
0.618 0.7528
1.000 0.7497
1.618 0.7448
2.618 0.7368
4.250 0.7237
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 0.7636 0.7627
PP 0.7626 0.7610
S1 0.7617 0.7592

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

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