CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	0.8080	0.8085	0.0005	0.1%	0.8090
High	0.8080	0.8085	0.0005	0.1%	0.8153
Low	0.8080	0.8045	-0.0035	-0.4%	0.8090
Close	0.8080	0.8045	-0.0035	-0.4%	0.8130
Range	0.0000	0.0040	0.0040		0.0063
ATR
Volume	0	1	1		2

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8152	0.8067
R3	0.8138	0.8112	0.8056
R2	0.8098	0.8098	0.8052
R1	0.8072	0.8072	0.8049	0.8065
PP	0.8058	0.8058	0.8058	0.8055
S1	0.8032	0.8032	0.8041	0.8025
S2	0.8018	0.8018	0.8038
S3	0.7978	0.7992	0.8034
S4	0.7938	0.7952	0.8023

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8313	0.8285	0.8165
R3	0.8250	0.8222	0.8147
R2	0.8187	0.8187	0.8142
R1	0.8159	0.8159	0.8136	0.8173
PP	0.8124	0.8124	0.8124	0.8132
S1	0.8096	0.8096	0.8124	0.8110
S2	0.8061	0.8061	0.8118
S3	0.7998	0.8033	0.8113
S4	0.7935	0.7970	0.8095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8149	0.8045	0.0104	1.3%	0.0008	0.1%	0%	False	True
10	0.8153	0.8045	0.0108	1.3%	0.0004	0.1%	0%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8255
2.618	0.8190
1.618	0.8150
1.000	0.8125
0.618	0.8110
HIGH	0.8085
0.618	0.8070
0.500	0.8065
0.382	0.8060
LOW	0.8045
0.618	0.8020
1.000	0.8005
1.618	0.7980
2.618	0.7940
4.250	0.7875

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	0.8065	0.8069
PP	0.8058	0.8061
S1	0.8052	0.8053

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols