CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 0.7800 0.7706 -0.0094 -1.2% 0.7890
High 0.7835 0.7728 -0.0107 -1.4% 0.7899
Low 0.7715 0.7702 -0.0013 -0.2% 0.7817
Close 0.7724 0.7702 -0.0022 -0.3% 0.7863
Range 0.0120 0.0026 -0.0094 -78.3% 0.0082
ATR 0.0041 0.0040 -0.0001 -2.6% 0.0000
Volume 17 7 -10 -58.8% 124
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7789 0.7771 0.7716
R3 0.7763 0.7745 0.7709
R2 0.7737 0.7737 0.7707
R1 0.7719 0.7719 0.7704 0.7715
PP 0.7711 0.7711 0.7711 0.7709
S1 0.7693 0.7693 0.7700 0.7689
S2 0.7685 0.7685 0.7697
S3 0.7659 0.7667 0.7695
S4 0.7633 0.7641 0.7688
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 0.7702 0.0162 2.1% 0.0045 0.6% 0% False True 8
10 0.7952 0.7702 0.0250 3.2% 0.0034 0.4% 0% False True 18
20 0.8149 0.7702 0.0447 5.8% 0.0022 0.3% 0% False True 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7838
2.618 0.7796
1.618 0.7770
1.000 0.7754
0.618 0.7744
HIGH 0.7728
0.618 0.7718
0.500 0.7715
0.382 0.7712
LOW 0.7702
0.618 0.7686
1.000 0.7676
1.618 0.7660
2.618 0.7634
4.250 0.7592
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 0.7715 0.7769
PP 0.7711 0.7747
S1 0.7706 0.7724

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

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