CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 0.7556 0.7564 0.0008 0.1% 0.7565
High 0.7613 0.7616 0.0003 0.0% 0.7630
Low 0.7508 0.7548 0.0040 0.5% 0.7490
Close 0.7586 0.7571 -0.0015 -0.2% 0.7565
Range 0.0105 0.0068 -0.0037 -35.2% 0.0140
ATR 0.0067 0.0068 0.0000 0.1% 0.0000
Volume 165 105 -60 -36.4% 299
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7782 0.7745 0.7608
R3 0.7714 0.7677 0.7590
R2 0.7646 0.7646 0.7583
R1 0.7609 0.7609 0.7577 0.7628
PP 0.7578 0.7578 0.7578 0.7588
S1 0.7541 0.7541 0.7565 0.7560
S2 0.7510 0.7510 0.7559
S3 0.7442 0.7473 0.7552
S4 0.7374 0.7405 0.7534
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 0.7616 0.7493 0.0123 1.6% 0.0068 0.9% 63% True False 89
10 0.7667 0.7490 0.0177 2.3% 0.0075 1.0% 46% False False 94
20 0.7715 0.7490 0.0225 3.0% 0.0066 0.9% 36% False False 58
40 0.7864 0.7490 0.0374 4.9% 0.0049 0.6% 22% False False 36
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7905
2.618 0.7794
1.618 0.7726
1.000 0.7684
0.618 0.7658
HIGH 0.7616
0.618 0.7590
0.500 0.7582
0.382 0.7574
LOW 0.7548
0.618 0.7506
1.000 0.7480
1.618 0.7438
2.618 0.7370
4.250 0.7259
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 0.7582 0.7568
PP 0.7578 0.7565
S1 0.7575 0.7562

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

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