CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 0.7838 0.7849 0.0011 0.1% 0.8051
High 0.7838 0.7849 0.0011 0.1% 0.8061
Low 0.7832 0.7845 0.0013 0.2% 0.7900
Close 0.7832 0.7845 0.0013 0.2% 0.7943
Range 0.0006 0.0004 -0.0002 -33.3% 0.0161
ATR 0.0036 0.0034 -0.0001 -3.7% 0.0000
Volume 28 1 -27 -96.4% 93
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7858 0.7856 0.7847
R3 0.7854 0.7852 0.7846
R2 0.7850 0.7850 0.7846
R1 0.7848 0.7848 0.7845 0.7847
PP 0.7846 0.7846 0.7846 0.7846
S1 0.7844 0.7844 0.7845 0.7843
S2 0.7842 0.7842 0.7844
S3 0.7838 0.7840 0.7844
S4 0.7834 0.7836 0.7843
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8451 0.8358 0.8032
R3 0.8290 0.8197 0.7987
R2 0.8129 0.8129 0.7973
R1 0.8036 0.8036 0.7958 0.8002
PP 0.7968 0.7968 0.7968 0.7951
S1 0.7875 0.7875 0.7928 0.7841
S2 0.7807 0.7807 0.7913
S3 0.7646 0.7714 0.7899
S4 0.7485 0.7553 0.7854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7952 0.7817 0.0135 1.7% 0.0022 0.3% 21% False False 28
10 0.8094 0.7817 0.0277 3.5% 0.0017 0.2% 10% False False 21
20 0.8153 0.7817 0.0336 4.3% 0.0011 0.1% 8% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7866
2.618 0.7859
1.618 0.7855
1.000 0.7853
0.618 0.7851
HIGH 0.7849
0.618 0.7847
0.500 0.7847
0.382 0.7847
LOW 0.7845
0.618 0.7843
1.000 0.7841
1.618 0.7839
2.618 0.7835
4.250 0.7828
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 0.7847 0.7841
PP 0.7846 0.7837
S1 0.7846 0.7834

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

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