CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 0.7587 0.7556 -0.0031 -0.4% 0.7565
High 0.7591 0.7613 0.0022 0.3% 0.7630
Low 0.7520 0.7508 -0.0012 -0.2% 0.7490
Close 0.7565 0.7586 0.0021 0.3% 0.7565
Range 0.0071 0.0105 0.0034 47.9% 0.0140
ATR 0.0065 0.0067 0.0003 4.5% 0.0000
Volume 56 165 109 194.6% 299
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7884 0.7840 0.7644
R3 0.7779 0.7735 0.7615
R2 0.7674 0.7674 0.7605
R1 0.7630 0.7630 0.7596 0.7652
PP 0.7569 0.7569 0.7569 0.7580
S1 0.7525 0.7525 0.7576 0.7547
S2 0.7464 0.7464 0.7567
S3 0.7359 0.7420 0.7557
S4 0.7254 0.7315 0.7528
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7982 0.7913 0.7642
R3 0.7842 0.7773 0.7604
R2 0.7702 0.7702 0.7591
R1 0.7633 0.7633 0.7578 0.7635
PP 0.7562 0.7562 0.7562 0.7563
S1 0.7493 0.7493 0.7552 0.7495
S2 0.7422 0.7422 0.7539
S3 0.7282 0.7353 0.7527
S4 0.7142 0.7213 0.7488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7613 0.7490 0.0123 1.6% 0.0076 1.0% 78% True False 75
10 0.7667 0.7490 0.0177 2.3% 0.0072 1.0% 54% False False 93
20 0.7715 0.7490 0.0225 3.0% 0.0065 0.9% 43% False False 53
40 0.7864 0.7490 0.0374 4.9% 0.0048 0.6% 26% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8059
2.618 0.7888
1.618 0.7783
1.000 0.7718
0.618 0.7678
HIGH 0.7613
0.618 0.7573
0.500 0.7561
0.382 0.7548
LOW 0.7508
0.618 0.7443
1.000 0.7403
1.618 0.7338
2.618 0.7233
4.250 0.7062
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 0.7578 0.7578
PP 0.7569 0.7569
S1 0.7561 0.7561

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

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