CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 0.7726 0.7724 -0.0002 0.0% 0.7682
High 0.7730 0.7760 0.0030 0.4% 0.7724
Low 0.7726 0.7716 -0.0010 -0.1% 0.7635
Close 0.7726 0.7724 -0.0002 0.0% 0.7646
Range 0.0004 0.0044 0.0040 999.7% 0.0089
ATR 0.0040 0.0040 0.0000 0.8% 0.0000
Volume
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7865 0.7839 0.7748
R3 0.7821 0.7795 0.7736
R2 0.7777 0.7777 0.7732
R1 0.7751 0.7751 0.7728 0.7746
PP 0.7733 0.7733 0.7733 0.7731
S1 0.7707 0.7707 0.7720 0.7702
S2 0.7689 0.7689 0.7716
S3 0.7645 0.7663 0.7712
S4 0.7601 0.7619 0.7700
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 0.7760 0.7635 0.0125 1.6% 0.0029 0.4% 71% True False 22
10 0.7760 0.7635 0.0125 1.6% 0.0025 0.3% 71% True False 16
20 0.7960 0.7635 0.0325 4.2% 0.0030 0.4% 27% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7947
2.618 0.7875
1.618 0.7831
1.000 0.7804
0.618 0.7787
HIGH 0.7760
0.618 0.7743
0.500 0.7738
0.382 0.7733
LOW 0.7716
0.618 0.7689
1.000 0.7672
1.618 0.7645
2.618 0.7601
4.250 0.7529
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 0.7738 0.7720
PP 0.7733 0.7716
S1 0.7729 0.7713

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

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