CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 0.7565 0.7568 0.0003 0.0% 0.7638
High 0.7630 0.7598 -0.0032 -0.4% 0.7667
Low 0.7527 0.7490 -0.0037 -0.5% 0.7582
Close 0.7545 0.7505 -0.0040 -0.5% 0.7589
Range 0.0103 0.0108 0.0005 4.9% 0.0085
ATR 0.0060 0.0063 0.0003 5.8% 0.0000
Volume 87 34 -53 -60.9% 470
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7855 0.7788 0.7564
R3 0.7747 0.7680 0.7535
R2 0.7639 0.7639 0.7525
R1 0.7572 0.7572 0.7515 0.7552
PP 0.7531 0.7531 0.7531 0.7521
S1 0.7464 0.7464 0.7495 0.7444
S2 0.7423 0.7423 0.7485
S3 0.7315 0.7356 0.7475
S4 0.7207 0.7248 0.7446
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 0.7490 0.0177 2.4% 0.0082 1.1% 8% False True 98
10 0.7715 0.7490 0.0225 3.0% 0.0070 0.9% 7% False True 67
20 0.7760 0.7490 0.0270 3.6% 0.0060 0.8% 6% False True 39
40 0.7998 0.7490 0.0508 6.8% 0.0044 0.6% 3% False True 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8057
2.618 0.7881
1.618 0.7773
1.000 0.7706
0.618 0.7665
HIGH 0.7598
0.618 0.7557
0.500 0.7544
0.382 0.7531
LOW 0.7490
0.618 0.7423
1.000 0.7382
1.618 0.7315
2.618 0.7207
4.250 0.7031
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 0.7544 0.7569
PP 0.7531 0.7548
S1 0.7518 0.7526

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

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