CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 0.7902 0.7910 0.0008 0.1% 0.7975
High 0.7924 0.7939 0.0015 0.2% 0.8035
Low 0.7902 0.7907 0.0005 0.1% 0.7918
Close 0.7903 0.7938 0.0035 0.4% 0.7918
Range 0.0022 0.0032 0.0010 45.5% 0.0117
ATR 0.0062 0.0060 -0.0002 -3.0% 0.0000
Volume 75 4 -71 -94.7% 82
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8024 0.8013 0.7956
R3 0.7992 0.7981 0.7947
R2 0.7960 0.7960 0.7944
R1 0.7949 0.7949 0.7941 0.7955
PP 0.7928 0.7928 0.7928 0.7931
S1 0.7917 0.7917 0.7935 0.7923
S2 0.7896 0.7896 0.7932
S3 0.7864 0.7885 0.7929
S4 0.7832 0.7853 0.7920
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8308 0.8230 0.7982
R3 0.8191 0.8113 0.7950
R2 0.8074 0.8074 0.7939
R1 0.7996 0.7996 0.7929 0.7977
PP 0.7957 0.7957 0.7957 0.7947
S1 0.7879 0.7879 0.7907 0.7860
S2 0.7840 0.7840 0.7897
S3 0.7723 0.7762 0.7886
S4 0.7606 0.7645 0.7854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7980 0.7810 0.0170 2.1% 0.0039 0.5% 75% False False 55
10 0.8035 0.7810 0.0225 2.8% 0.0037 0.5% 57% False False 33
20 0.8035 0.7780 0.0255 3.2% 0.0042 0.5% 62% False False 44
40 0.8065 0.7780 0.0285 3.6% 0.0035 0.4% 55% False False 44
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8075
2.618 0.8023
1.618 0.7991
1.000 0.7971
0.618 0.7959
HIGH 0.7939
0.618 0.7927
0.500 0.7923
0.382 0.7919
LOW 0.7907
0.618 0.7887
1.000 0.7875
1.618 0.7855
2.618 0.7823
4.250 0.7771
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 0.7933 0.7917
PP 0.7928 0.7896
S1 0.7923 0.7875

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

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