CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 0.7821 0.7800 -0.0021 -0.3% 0.7890
High 0.7836 0.7835 -0.0001 0.0% 0.7899
Low 0.7805 0.7715 -0.0090 -1.2% 0.7817
Close 0.7831 0.7724 -0.0107 -1.4% 0.7863
Range 0.0031 0.0120 0.0089 287.1% 0.0082
ATR 0.0035 0.0041 0.0006 17.6% 0.0000
Volume 4 17 13 325.0% 124
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8118 0.8041 0.7790
R3 0.7998 0.7921 0.7757
R2 0.7878 0.7878 0.7746
R1 0.7801 0.7801 0.7735 0.7780
PP 0.7758 0.7758 0.7758 0.7747
S1 0.7681 0.7681 0.7713 0.7660
S2 0.7638 0.7638 0.7702
S3 0.7518 0.7561 0.7691
S4 0.7398 0.7441 0.7658
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8106 0.8066 0.7908
R3 0.8024 0.7984 0.7886
R2 0.7942 0.7942 0.7878
R1 0.7902 0.7902 0.7871 0.7881
PP 0.7860 0.7860 0.7860 0.7849
S1 0.7820 0.7820 0.7855 0.7799
S2 0.7778 0.7778 0.7848
S3 0.7696 0.7738 0.7840
S4 0.7614 0.7656 0.7818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7864 0.7715 0.0149 1.9% 0.0041 0.5% 6% False True 7
10 0.7960 0.7715 0.0245 3.2% 0.0035 0.4% 4% False True 24
20 0.8153 0.7715 0.0438 5.7% 0.0020 0.3% 2% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8345
2.618 0.8149
1.618 0.8029
1.000 0.7955
0.618 0.7909
HIGH 0.7835
0.618 0.7789
0.500 0.7775
0.382 0.7761
LOW 0.7715
0.618 0.7641
1.000 0.7595
1.618 0.7521
2.618 0.7401
4.250 0.7205
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 0.7775 0.7777
PP 0.7758 0.7759
S1 0.7741 0.7742

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

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