CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 0.7998 0.7960 -0.0038 -0.5% 0.8093
High 0.7998 0.7960 -0.0038 -0.5% 0.8094
Low 0.7987 0.7924 -0.0063 -0.8% 0.8045
Close 0.7987 0.7924 -0.0063 -0.8% 0.8092
Range 0.0011 0.0036 0.0025 227.3% 0.0049
ATR 0.0030 0.0032 0.0002 7.8% 0.0000
Volume 3 65 62 2,066.7% 6
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8044 0.8020 0.7944
R3 0.8008 0.7984 0.7934
R2 0.7972 0.7972 0.7931
R1 0.7948 0.7948 0.7927 0.7942
PP 0.7936 0.7936 0.7936 0.7933
S1 0.7912 0.7912 0.7921 0.7906
S2 0.7900 0.7900 0.7917
S3 0.7864 0.7876 0.7914
S4 0.7828 0.7840 0.7904
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 0.7924 0.0170 2.1% 0.0012 0.1% 0% False True 15
10 0.8149 0.7924 0.0225 2.8% 0.0010 0.1% 0% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8113
2.618 0.8054
1.618 0.8018
1.000 0.7996
0.618 0.7982
HIGH 0.7960
0.618 0.7946
0.500 0.7942
0.382 0.7938
LOW 0.7924
0.618 0.7902
1.000 0.7888
1.618 0.7866
2.618 0.7830
4.250 0.7771
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 0.7942 0.7993
PP 0.7936 0.7970
S1 0.7930 0.7947

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

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