CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 0.7676 0.7726 0.0050 0.7% 0.7682
High 0.7689 0.7730 0.0041 0.5% 0.7724
Low 0.7665 0.7726 0.0061 0.8% 0.7635
Close 0.7665 0.7726 0.0061 0.8% 0.7646
Range 0.0024 0.0004 -0.0020 -83.3% 0.0089
ATR 0.0038 0.0040 0.0002 5.2% 0.0000
Volume 106 0 -106 -100.0% 55
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7739 0.7737 0.7728
R3 0.7735 0.7733 0.7727
R2 0.7731 0.7731 0.7727
R1 0.7729 0.7729 0.7726 0.7728
PP 0.7727 0.7727 0.7727 0.7727
S1 0.7725 0.7725 0.7726 0.7724
S2 0.7723 0.7723 0.7725
S3 0.7719 0.7721 0.7725
S4 0.7715 0.7717 0.7724
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 0.7730 0.7635 0.0095 1.2% 0.0030 0.4% 96% True False 32
10 0.7835 0.7635 0.0200 2.6% 0.0033 0.4% 46% False False 18
20 0.7998 0.7635 0.0363 4.7% 0.0028 0.4% 25% False False 20
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7747
2.618 0.7740
1.618 0.7736
1.000 0.7734
0.618 0.7732
HIGH 0.7730
0.618 0.7728
0.500 0.7728
0.382 0.7728
LOW 0.7726
0.618 0.7724
1.000 0.7722
1.618 0.7720
2.618 0.7716
4.250 0.7709
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 0.7728 0.7712
PP 0.7727 0.7697
S1 0.7727 0.7683

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

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