CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 0.8090 0.8051 -0.0039 -0.5% 0.8093
High 0.8092 0.8061 -0.0031 -0.4% 0.8094
Low 0.8090 0.8051 -0.0039 -0.5% 0.8045
Close 0.8092 0.8061 -0.0031 -0.4% 0.8092
Range 0.0002 0.0010 0.0008 400.0% 0.0049
ATR 0.0026 0.0027 0.0001 4.3% 0.0000
Volume 5 4 -1 -20.0% 6
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8088 0.8084 0.8067
R3 0.8078 0.8074 0.8064
R2 0.8068 0.8068 0.8063
R1 0.8064 0.8064 0.8062 0.8066
PP 0.8058 0.8058 0.8058 0.8059
S1 0.8054 0.8054 0.8060 0.8056
S2 0.8048 0.8048 0.8059
S3 0.8038 0.8044 0.8058
S4 0.8028 0.8034 0.8056
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8224 0.8207 0.8119
R3 0.8175 0.8158 0.8105
R2 0.8126 0.8126 0.8101
R1 0.8109 0.8109 0.8096 0.8093
PP 0.8077 0.8077 0.8077 0.8069
S1 0.8060 0.8060 0.8088 0.8044
S2 0.8028 0.8028 0.8083
S3 0.7979 0.8011 0.8079
S4 0.7930 0.7962 0.8065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8094 0.8045 0.0049 0.6% 0.0010 0.1% 33% False False 2
10 0.8153 0.8045 0.0108 1.3% 0.0005 0.1% 15% False False 1
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8104
2.618 0.8087
1.618 0.8077
1.000 0.8071
0.618 0.8067
HIGH 0.8061
0.618 0.8057
0.500 0.8056
0.382 0.8055
LOW 0.8051
0.618 0.8045
1.000 0.8041
1.618 0.8035
2.618 0.8025
4.250 0.8009
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 0.8059 0.8073
PP 0.8058 0.8069
S1 0.8056 0.8065

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

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