CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 0.7706 0.7690 -0.0016 -0.2% 0.7813
High 0.7728 0.7690 -0.0038 -0.5% 0.7838
Low 0.7702 0.7690 -0.0012 -0.2% 0.7690
Close 0.7702 0.7690 -0.0012 -0.2% 0.7690
Range 0.0026 0.0000 -0.0026 -100.0% 0.0148
ATR 0.0040 0.0038 -0.0002 -5.0% 0.0000
Volume 7 0 -7 -100.0% 39
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7690 0.7690 0.7690
R3 0.7690 0.7690 0.7690
R2 0.7690 0.7690 0.7690
R1 0.7690 0.7690 0.7690 0.7690
PP 0.7690 0.7690 0.7690 0.7690
S1 0.7690 0.7690 0.7690 0.7690
S2 0.7690 0.7690 0.7690
S3 0.7690 0.7690 0.7690
S4 0.7690 0.7690 0.7690
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8183 0.8085 0.7771
R3 0.8035 0.7937 0.7731
R2 0.7887 0.7887 0.7717
R1 0.7789 0.7789 0.7704 0.7764
PP 0.7739 0.7739 0.7739 0.7727
S1 0.7641 0.7641 0.7676 0.7616
S2 0.7591 0.7591 0.7663
S3 0.7443 0.7493 0.7649
S4 0.7295 0.7345 0.7609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7838 0.7690 0.0148 1.9% 0.0041 0.5% 0% False True 7
10 0.7899 0.7690 0.0209 2.7% 0.0028 0.4% 0% False True 16
20 0.8130 0.7690 0.0440 5.7% 0.0022 0.3% 0% False True 13
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 0.0006
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7690
2.618 0.7690
1.618 0.7690
1.000 0.7690
0.618 0.7690
HIGH 0.7690
0.618 0.7690
0.500 0.7690
0.382 0.7690
LOW 0.7690
0.618 0.7690
1.000 0.7690
1.618 0.7690
2.618 0.7690
4.250 0.7690
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 0.7690 0.7763
PP 0.7690 0.7738
S1 0.7690 0.7714

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

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