CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 0.7684 0.7700 0.0016 0.2% 0.7676
High 0.7684 0.7712 0.0028 0.4% 0.7760
Low 0.7669 0.7625 -0.0044 -0.6% 0.7625
Close 0.7684 0.7633 -0.0051 -0.7% 0.7633
Range 0.0015 0.0087 0.0072 480.0% 0.0135
ATR 0.0041 0.0044 0.0003 8.0% 0.0000
Volume 1 22 21 2,100.0% 129
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7918 0.7862 0.7681
R3 0.7831 0.7775 0.7657
R2 0.7744 0.7744 0.7649
R1 0.7688 0.7688 0.7641 0.7673
PP 0.7657 0.7657 0.7657 0.7649
S1 0.7601 0.7601 0.7625 0.7585
S2 0.7570 0.7570 0.7617
S3 0.7483 0.7514 0.7609
S4 0.7396 0.7427 0.7585
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8078 0.7990 0.7707
R3 0.7943 0.7855 0.7670
R2 0.7808 0.7808 0.7658
R1 0.7720 0.7720 0.7645 0.7697
PP 0.7673 0.7673 0.7673 0.7661
S1 0.7585 0.7585 0.7621 0.7562
S2 0.7538 0.7538 0.7608
S3 0.7403 0.7450 0.7596
S4 0.7268 0.7315 0.7559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7760 0.7625 0.0135 1.8% 0.0035 0.5% 6% False True 25
10 0.7760 0.7625 0.0135 1.8% 0.0033 0.4% 6% False True 18
20 0.7899 0.7625 0.0274 3.6% 0.0031 0.4% 3% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.7940
1.618 0.7853
1.000 0.7799
0.618 0.7766
HIGH 0.7712
0.618 0.7679
0.500 0.7669
0.382 0.7658
LOW 0.7625
0.618 0.7571
1.000 0.7538
1.618 0.7484
2.618 0.7397
4.250 0.7255
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 0.7669 0.7693
PP 0.7657 0.7673
S1 0.7645 0.7653

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

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