CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 0.7690 0.7682 -0.0008 -0.1% 0.7813
High 0.7690 0.7699 0.0009 0.1% 0.7838
Low 0.7690 0.7681 -0.0009 -0.1% 0.7690
Close 0.7690 0.7682 -0.0008 -0.1% 0.7690
Range 0.0000 0.0018 0.0018 0.0148
ATR 0.0038 0.0036 -0.0001 -3.7% 0.0000
Volume
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7741 0.7730 0.7692
R3 0.7723 0.7712 0.7687
R2 0.7705 0.7705 0.7685
R1 0.7694 0.7694 0.7684 0.7691
PP 0.7687 0.7687 0.7687 0.7686
S1 0.7676 0.7676 0.7680 0.7673
S2 0.7669 0.7669 0.7679
S3 0.7651 0.7658 0.7677
S4 0.7633 0.7640 0.7672
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 0.7836 0.7681 0.0155 2.0% 0.0039 0.5% 1% False True 5
10 0.7864 0.7681 0.0183 2.4% 0.0029 0.4% 1% False True 11
20 0.8094 0.7681 0.0413 5.4% 0.0023 0.3% 0% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7746
1.618 0.7728
1.000 0.7717
0.618 0.7710
HIGH 0.7699
0.618 0.7692
0.500 0.7690
0.382 0.7688
LOW 0.7681
0.618 0.7670
1.000 0.7663
1.618 0.7652
2.618 0.7634
4.250 0.7604
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 0.7690 0.7705
PP 0.7687 0.7697
S1 0.7685 0.7690

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

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