CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 0.7667 0.7676 0.0009 0.1% 0.7682
High 0.7667 0.7689 0.0022 0.3% 0.7724
Low 0.7635 0.7665 0.0030 0.4% 0.7635
Close 0.7646 0.7665 0.0019 0.2% 0.7646
Range 0.0032 0.0024 -0.0008 -25.0% 0.0089
ATR 0.0037 0.0038 0.0000 1.1% 0.0000
Volume 1 106 105 10,500.0% 55
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7745 0.7729 0.7678
R3 0.7721 0.7705 0.7672
R2 0.7697 0.7697 0.7669
R1 0.7681 0.7681 0.7667 0.7677
PP 0.7673 0.7673 0.7673 0.7671
S1 0.7657 0.7657 0.7663 0.7653
S2 0.7649 0.7649 0.7661
S3 0.7625 0.7633 0.7658
S4 0.7601 0.7609 0.7652
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7935 0.7880 0.7695
R3 0.7846 0.7791 0.7670
R2 0.7757 0.7757 0.7662
R1 0.7702 0.7702 0.7654 0.7685
PP 0.7668 0.7668 0.7668 0.7660
S1 0.7613 0.7613 0.7638 0.7596
S2 0.7579 0.7579 0.7630
S3 0.7490 0.7524 0.7622
S4 0.7401 0.7435 0.7597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7724 0.7635 0.0089 1.2% 0.0032 0.4% 34% False False 32
10 0.7836 0.7635 0.0201 2.6% 0.0035 0.5% 15% False False 18
20 0.8061 0.7635 0.0426 5.6% 0.0029 0.4% 7% False False 20
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7791
2.618 0.7752
1.618 0.7728
1.000 0.7713
0.618 0.7704
HIGH 0.7689
0.618 0.7680
0.500 0.7677
0.382 0.7674
LOW 0.7665
0.618 0.7650
1.000 0.7641
1.618 0.7626
2.618 0.7602
4.250 0.7563
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 0.7677 0.7670
PP 0.7673 0.7668
S1 0.7669 0.7667

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

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