CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 0.7975 0.7969 -0.0006 -0.1% 0.7950
High 0.7975 0.7995 0.0020 0.3% 0.8025
Low 0.7958 0.7969 0.0011 0.1% 0.7900
Close 0.7958 0.7969 0.0011 0.1% 0.7969
Range 0.0017 0.0026 0.0009 52.9% 0.0125
ATR 0.0071 0.0069 -0.0002 -3.4% 0.0000
Volume 52 2 -50 -96.2% 252
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8056 0.8038 0.7983
R3 0.8030 0.8012 0.7976
R2 0.8004 0.8004 0.7974
R1 0.7986 0.7986 0.7971 0.7982
PP 0.7978 0.7978 0.7978 0.7976
S1 0.7960 0.7960 0.7967 0.7956
S2 0.7952 0.7952 0.7964
S3 0.7926 0.7934 0.7962
S4 0.7900 0.7908 0.7955
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8340 0.8279 0.8038
R3 0.8215 0.8154 0.8003
R2 0.8090 0.8090 0.7992
R1 0.8029 0.8029 0.7980 0.8060
PP 0.7965 0.7965 0.7965 0.7980
S1 0.7904 0.7904 0.7958 0.7935
S2 0.7840 0.7840 0.7946
S3 0.7715 0.7779 0.7935
S4 0.7590 0.7654 0.7900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8025 0.7900 0.0125 1.6% 0.0032 0.4% 55% False False 50
10 0.8065 0.7900 0.0165 2.1% 0.0033 0.4% 42% False False 37
20 0.8065 0.7809 0.0256 3.2% 0.0036 0.5% 63% False False 48
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8106
2.618 0.8063
1.618 0.8037
1.000 0.8021
0.618 0.8011
HIGH 0.7995
0.618 0.7985
0.500 0.7982
0.382 0.7979
LOW 0.7969
0.618 0.7953
1.000 0.7943
1.618 0.7927
2.618 0.7901
4.250 0.7859
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 0.7982 0.7992
PP 0.7978 0.7984
S1 0.7973 0.7977

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

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