CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 0.7665 0.7636 -0.0029 -0.4% 0.7619
High 0.7705 0.7676 -0.0029 -0.4% 0.7715
Low 0.7642 0.7636 -0.0006 -0.1% 0.7593
Close 0.7648 0.7642 -0.0006 -0.1% 0.7642
Range 0.0063 0.0040 -0.0023 -36.5% 0.0122
ATR 0.0057 0.0056 -0.0001 -2.1% 0.0000
Volume 2 5 3 150.0% 106
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7771 0.7747 0.7664
R3 0.7731 0.7707 0.7653
R2 0.7691 0.7691 0.7649
R1 0.7667 0.7667 0.7646 0.7679
PP 0.7651 0.7651 0.7651 0.7658
S1 0.7627 0.7627 0.7638 0.7639
S2 0.7611 0.7611 0.7635
S3 0.7571 0.7587 0.7631
S4 0.7531 0.7547 0.7620
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8016 0.7951 0.7709
R3 0.7894 0.7829 0.7676
R2 0.7772 0.7772 0.7664
R1 0.7707 0.7707 0.7653 0.7740
PP 0.7650 0.7650 0.7650 0.7666
S1 0.7585 0.7585 0.7631 0.7618
S2 0.7528 0.7528 0.7620
S3 0.7406 0.7463 0.7608
S4 0.7284 0.7341 0.7575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7715 0.7593 0.0122 1.6% 0.0070 0.9% 40% False False 21
10 0.7715 0.7567 0.0148 1.9% 0.0055 0.7% 51% False False 17
20 0.7760 0.7567 0.0193 2.5% 0.0044 0.6% 39% False False 17
40 0.8130 0.7567 0.0563 7.4% 0.0033 0.4% 13% False False 15
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7846
2.618 0.7781
1.618 0.7741
1.000 0.7716
0.618 0.7701
HIGH 0.7676
0.618 0.7661
0.500 0.7656
0.382 0.7651
LOW 0.7636
0.618 0.7611
1.000 0.7596
1.618 0.7571
2.618 0.7531
4.250 0.7466
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 0.7656 0.7661
PP 0.7651 0.7654
S1 0.7647 0.7648

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

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