CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 0.7610 0.7665 0.0055 0.7% 0.7600
High 0.7715 0.7705 -0.0010 -0.1% 0.7651
Low 0.7606 0.7642 0.0036 0.5% 0.7567
Close 0.7693 0.7648 -0.0045 -0.6% 0.7613
Range 0.0109 0.0063 -0.0046 -42.2% 0.0084
ATR 0.0056 0.0057 0.0000 0.8% 0.0000
Volume 72 2 -70 -97.2% 64
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7854 0.7814 0.7683
R3 0.7791 0.7751 0.7665
R2 0.7728 0.7728 0.7660
R1 0.7688 0.7688 0.7654 0.7677
PP 0.7665 0.7665 0.7665 0.7659
S1 0.7625 0.7625 0.7642 0.7613
S2 0.7602 0.7602 0.7636
S3 0.7539 0.7562 0.7631
S4 0.7476 0.7499 0.7613
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% 0.0073 1.0% 46% False False 21
10 0.7715 0.7567 0.0148 1.9% 0.0060 0.8% 55% False False 18
20 0.7760 0.7567 0.0193 2.5% 0.0042 0.6% 42% False False 17
40 0.8149 0.7567 0.0582 7.6% 0.0032 0.4% 14% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7973
2.618 0.7870
1.618 0.7807
1.000 0.7768
0.618 0.7744
HIGH 0.7705
0.618 0.7681
0.500 0.7674
0.382 0.7666
LOW 0.7642
0.618 0.7603
1.000 0.7579
1.618 0.7540
2.618 0.7477
4.250 0.7374
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 0.7674 0.7661
PP 0.7665 0.7656
S1 0.7657 0.7652

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

View Archives - Comment on this page... - Back to Index of Symbols