CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 0.7682 0.7709 0.0027 0.4% 0.7813
High 0.7699 0.7724 0.0025 0.3% 0.7838
Low 0.7681 0.7709 0.0028 0.4% 0.7690
Close 0.7682 0.7709 0.0027 0.4% 0.7690
Range 0.0018 0.0015 -0.0003 -16.7% 0.0148
ATR 0.0036 0.0037 0.0000 1.1% 0.0000
Volume
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7759 0.7749 0.7717
R3 0.7744 0.7734 0.7713
R2 0.7729 0.7729 0.7712
R1 0.7719 0.7719 0.7710 0.7717
PP 0.7714 0.7714 0.7714 0.7713
S1 0.7704 0.7704 0.7708 0.7702
S2 0.7699 0.7699 0.7706
S3 0.7684 0.7689 0.7705
S4 0.7669 0.7674 0.7701
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 0.7835 0.7681 0.0154 2.0% 0.0036 0.5% 18% False False 4
10 0.7864 0.7681 0.0183 2.4% 0.0027 0.4% 15% False False 7
20 0.8094 0.7681 0.0413 5.4% 0.0023 0.3% 7% False False 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7788
2.618 0.7763
1.618 0.7748
1.000 0.7739
0.618 0.7733
HIGH 0.7724
0.618 0.7718
0.500 0.7717
0.382 0.7715
LOW 0.7709
0.618 0.7700
1.000 0.7694
1.618 0.7685
2.618 0.7670
4.250 0.7645
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 0.7717 0.7707
PP 0.7714 0.7705
S1 0.7712 0.7703

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

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