CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 0.7975 0.7963 -0.0012 -0.2% 0.7800
High 0.7978 0.7999 0.0021 0.3% 0.7945
Low 0.7975 0.7963 -0.0012 -0.2% 0.7780
Close 0.7978 0.7983 0.0005 0.1% 0.7932
Range 0.0003 0.0036 0.0033 1,100.0% 0.0165
ATR 0.0067 0.0064 -0.0002 -3.3% 0.0000
Volume 8 1 -7 -87.5% 239
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8090 0.8072 0.8003
R3 0.8054 0.8036 0.7993
R2 0.8018 0.8018 0.7990
R1 0.8000 0.8000 0.7986 0.8009
PP 0.7982 0.7982 0.7982 0.7986
S1 0.7964 0.7964 0.7980 0.7973
S2 0.7946 0.7946 0.7976
S3 0.7910 0.7928 0.7973
S4 0.7874 0.7892 0.7963
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8381 0.8321 0.8023
R3 0.8216 0.8156 0.7977
R2 0.8051 0.8051 0.7962
R1 0.7991 0.7991 0.7947 0.8021
PP 0.7886 0.7886 0.7886 0.7901
S1 0.7826 0.7826 0.7917 0.7856
S2 0.7721 0.7721 0.7902
S3 0.7556 0.7661 0.7887
S4 0.7391 0.7496 0.7841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7999 0.7780 0.0219 2.7% 0.0075 0.9% 93% True False 14
10 0.7999 0.7780 0.0219 2.7% 0.0053 0.7% 93% True False 44
20 0.8040 0.7780 0.0260 3.3% 0.0038 0.5% 78% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8152
2.618 0.8093
1.618 0.8057
1.000 0.8035
0.618 0.8021
HIGH 0.7999
0.618 0.7985
0.500 0.7981
0.382 0.7977
LOW 0.7963
0.618 0.7941
1.000 0.7927
1.618 0.7905
2.618 0.7869
4.250 0.7810
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 0.7982 0.7966
PP 0.7982 0.7949
S1 0.7981 0.7932

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

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