CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 0.7600 0.7620 0.0020 0.3% 0.7676
High 0.7600 0.7620 0.0020 0.3% 0.7760
Low 0.7580 0.7580 0.0000 0.0% 0.7625
Close 0.7600 0.7580 -0.0020 -0.3% 0.7633
Range 0.0020 0.0040 0.0020 100.0% 0.0135
ATR 0.0045 0.0045 0.0000 -0.8% 0.0000
Volume 25 6 -19 -76.0% 129
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7713 0.7687 0.7602
R3 0.7673 0.7647 0.7591
R2 0.7633 0.7633 0.7587
R1 0.7607 0.7607 0.7584 0.7600
PP 0.7593 0.7593 0.7593 0.7590
S1 0.7567 0.7567 0.7576 0.7560
S2 0.7553 0.7553 0.7573
S3 0.7513 0.7527 0.7569
S4 0.7473 0.7487 0.7558
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% 0.0041 0.5% 0% False True 10
10 0.7760 0.7580 0.0180 2.4% 0.0036 0.5% 0% False True 21
20 0.7864 0.7580 0.0284 3.7% 0.0031 0.4% 0% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7725
1.618 0.7685
1.000 0.7660
0.618 0.7645
HIGH 0.7620
0.618 0.7605
0.500 0.7600
0.382 0.7595
LOW 0.7580
0.618 0.7555
1.000 0.7540
1.618 0.7515
2.618 0.7475
4.250 0.7410
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 0.7600 0.7646
PP 0.7593 0.7624
S1 0.7587 0.7602

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

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