CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 0.7636 0.7638 0.0002 0.0% 0.7619
High 0.7676 0.7650 -0.0026 -0.3% 0.7715
Low 0.7636 0.7607 -0.0029 -0.4% 0.7593
Close 0.7642 0.7638 -0.0004 -0.1% 0.7642
Range 0.0040 0.0043 0.0003 7.5% 0.0122
ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000
Volume 5 3 -2 -40.0% 106
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7761 0.7742 0.7662
R3 0.7718 0.7699 0.7650
R2 0.7675 0.7675 0.7646
R1 0.7656 0.7656 0.7642 0.7660
PP 0.7632 0.7632 0.7632 0.7633
S1 0.7613 0.7613 0.7634 0.7617
S2 0.7589 0.7589 0.7630
S3 0.7546 0.7570 0.7626
S4 0.7503 0.7527 0.7614
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 0.7606 0.0109 1.4% 0.0057 0.8% 29% False False 18
10 0.7715 0.7567 0.0148 1.9% 0.0058 0.8% 48% False False 14
20 0.7760 0.7567 0.0193 2.5% 0.0045 0.6% 37% False False 17
40 0.8094 0.7567 0.0527 6.9% 0.0034 0.4% 13% False False 15
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7763
1.618 0.7720
1.000 0.7693
0.618 0.7677
HIGH 0.7650
0.618 0.7634
0.500 0.7629
0.382 0.7623
LOW 0.7607
0.618 0.7580
1.000 0.7564
1.618 0.7537
2.618 0.7494
4.250 0.7424
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 0.7635 0.7656
PP 0.7632 0.7650
S1 0.7629 0.7644

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

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