CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 0.7700 0.7600 -0.0100 -1.3% 0.7676
High 0.7712 0.7600 -0.0112 -1.5% 0.7760
Low 0.7625 0.7580 -0.0045 -0.6% 0.7625
Close 0.7633 0.7600 -0.0033 -0.4% 0.7633
Range 0.0087 0.0020 -0.0067 -77.0% 0.0135
ATR 0.0044 0.0045 0.0001 1.4% 0.0000
Volume 22 25 3 13.6% 129
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7653 0.7647 0.7611
R3 0.7633 0.7627 0.7606
R2 0.7613 0.7613 0.7604
R1 0.7607 0.7607 0.7602 0.7610
PP 0.7593 0.7593 0.7593 0.7595
S1 0.7587 0.7587 0.7598 0.7590
S2 0.7573 0.7573 0.7596
S3 0.7553 0.7567 0.7595
S4 0.7533 0.7547 0.7589
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 0.7580 0.0180 2.4% 0.0034 0.4% 11% False True 9
10 0.7760 0.7580 0.0180 2.4% 0.0033 0.4% 11% False True 20
20 0.7864 0.7580 0.0284 3.7% 0.0031 0.4% 7% False True 16
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7685
2.618 0.7652
1.618 0.7632
1.000 0.7620
0.618 0.7612
HIGH 0.7600
0.618 0.7592
0.500 0.7590
0.382 0.7588
LOW 0.7580
0.618 0.7568
1.000 0.7560
1.618 0.7548
2.618 0.7528
4.250 0.7495
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 0.7597 0.7646
PP 0.7593 0.7631
S1 0.7590 0.7615

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

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