CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 0.7644 0.7610 -0.0034 -0.4% 0.7600
High 0.7644 0.7715 0.0071 0.9% 0.7651
Low 0.7612 0.7606 -0.0006 -0.1% 0.7567
Close 0.7614 0.7693 0.0079 1.0% 0.7613
Range 0.0032 0.0109 0.0077 240.6% 0.0084
ATR 0.0052 0.0056 0.0004 7.7% 0.0000
Volume 12 72 60 500.0% 64
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7998 0.7955 0.7753
R3 0.7889 0.7846 0.7723
R2 0.7780 0.7780 0.7713
R1 0.7737 0.7737 0.7703 0.7759
PP 0.7671 0.7671 0.7671 0.7682
S1 0.7628 0.7628 0.7683 0.7650
S2 0.7562 0.7562 0.7673
S3 0.7453 0.7519 0.7663
S4 0.7344 0.7410 0.7633
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7862 0.7822 0.7659
R3 0.7778 0.7738 0.7636
R2 0.7694 0.7694 0.7628
R1 0.7654 0.7654 0.7621 0.7674
PP 0.7610 0.7610 0.7610 0.7621
S1 0.7570 0.7570 0.7605 0.7590
S2 0.7526 0.7526 0.7598
S3 0.7442 0.7486 0.7590
S4 0.7358 0.7402 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7715 0.7592 0.0123 1.6% 0.0069 0.9% 82% True False 21
10 0.7715 0.7567 0.0148 1.9% 0.0055 0.7% 85% True False 18
20 0.7760 0.7567 0.0193 2.5% 0.0040 0.5% 65% False False 17
40 0.8153 0.7567 0.0586 7.6% 0.0030 0.4% 22% False False 15
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 0.0007
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8178
2.618 0.8000
1.618 0.7891
1.000 0.7824
0.618 0.7782
HIGH 0.7715
0.618 0.7673
0.500 0.7661
0.382 0.7648
LOW 0.7606
0.618 0.7539
1.000 0.7497
1.618 0.7430
2.618 0.7321
4.250 0.7143
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 0.7682 0.7680
PP 0.7671 0.7667
S1 0.7661 0.7654

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

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