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

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

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