CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 0.7498 0.7500 0.0002 0.0% 0.7558
High 0.7507 0.7514 0.0007 0.1% 0.7585
Low 0.7449 0.7484 0.0035 0.5% 0.7449
Close 0.7502 0.7497 -0.0005 -0.1% 0.7497
Range 0.0058 0.0030 -0.0028 -48.3% 0.0136
ATR 0.0062 0.0060 -0.0002 -3.7% 0.0000
Volume 206 122 -84 -40.8% 778
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7588 0.7573 0.7514
R3 0.7558 0.7543 0.7505
R2 0.7528 0.7528 0.7503
R1 0.7513 0.7513 0.7500 0.7506
PP 0.7498 0.7498 0.7498 0.7495
S1 0.7483 0.7483 0.7494 0.7476
S2 0.7468 0.7468 0.7492
S3 0.7438 0.7453 0.7489
S4 0.7408 0.7423 0.7481
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7918 0.7844 0.7572
R3 0.7782 0.7708 0.7534
R2 0.7646 0.7646 0.7522
R1 0.7572 0.7572 0.7509 0.7541
PP 0.7510 0.7510 0.7510 0.7495
S1 0.7436 0.7436 0.7485 0.7405
S2 0.7374 0.7374 0.7472
S3 0.7238 0.7300 0.7460
S4 0.7102 0.7164 0.7422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7585 0.7449 0.0136 1.8% 0.0050 0.7% 35% False False 155
10 0.7680 0.7449 0.0231 3.1% 0.0054 0.7% 21% False False 116
20 0.7680 0.7449 0.0231 3.1% 0.0061 0.8% 21% False False 168
40 0.7715 0.7449 0.0266 3.5% 0.0061 0.8% 18% False False 106
60 0.7952 0.7449 0.0503 6.7% 0.0050 0.7% 10% False False 77
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7593
1.618 0.7563
1.000 0.7544
0.618 0.7533
HIGH 0.7514
0.618 0.7503
0.500 0.7499
0.382 0.7495
LOW 0.7484
0.618 0.7465
1.000 0.7454
1.618 0.7435
2.618 0.7405
4.250 0.7356
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 0.7499 0.7500
PP 0.7498 0.7499
S1 0.7498 0.7498

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

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