CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 0.7620 0.7636 0.0016 0.2% 0.7638
High 0.7652 0.7648 -0.0004 -0.1% 0.7667
Low 0.7597 0.7582 -0.0015 -0.2% 0.7582
Close 0.7635 0.7589 -0.0046 -0.6% 0.7589
Range 0.0055 0.0066 0.0011 20.0% 0.0085
ATR 0.0055 0.0056 0.0001 1.4% 0.0000
Volume 76 72 -4 -5.3% 470
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7804 0.7763 0.7625
R3 0.7738 0.7697 0.7607
R2 0.7672 0.7672 0.7601
R1 0.7631 0.7631 0.7595 0.7619
PP 0.7606 0.7606 0.7606 0.7600
S1 0.7565 0.7565 0.7583 0.7553
S2 0.7540 0.7540 0.7577
S3 0.7474 0.7499 0.7571
S4 0.7408 0.7433 0.7553
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7868 0.7813 0.7636
R3 0.7783 0.7728 0.7612
R2 0.7698 0.7698 0.7605
R1 0.7643 0.7643 0.7597 0.7628
PP 0.7613 0.7613 0.7613 0.7605
S1 0.7558 0.7558 0.7581 0.7543
S2 0.7528 0.7528 0.7573
S3 0.7443 0.7473 0.7566
S4 0.7358 0.7388 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7582 0.0085 1.1% 0.0056 0.7% 8% False True 94
10 0.7715 0.7582 0.0133 1.8% 0.0063 0.8% 5% False True 57
20 0.7760 0.7567 0.0193 2.5% 0.0050 0.7% 11% False False 38
40 0.8092 0.7567 0.0525 6.9% 0.0039 0.5% 4% False False 27
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7929
2.618 0.7821
1.618 0.7755
1.000 0.7714
0.618 0.7689
HIGH 0.7648
0.618 0.7623
0.500 0.7615
0.382 0.7607
LOW 0.7582
0.618 0.7541
1.000 0.7516
1.618 0.7475
2.618 0.7409
4.250 0.7302
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 0.7615 0.7625
PP 0.7606 0.7613
S1 0.7598 0.7601

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

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