CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 0.8154 0.8223 0.0069 0.8% 0.8150
High 0.8213 0.8223 0.0010 0.1% 0.8223
Low 0.8154 0.8192 0.0038 0.5% 0.8108
Close 0.8213 0.8192 -0.0021 -0.3% 0.8192
Range 0.0059 0.0031 -0.0028 -47.5% 0.0115
ATR 0.0058 0.0056 -0.0002 -3.4% 0.0000
Volume 167 403 236 141.3% 661
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8295 0.8275 0.8209
R3 0.8264 0.8244 0.8201
R2 0.8233 0.8233 0.8198
R1 0.8213 0.8213 0.8195 0.8208
PP 0.8202 0.8202 0.8202 0.8200
S1 0.8182 0.8182 0.8189 0.8177
S2 0.8171 0.8171 0.8186
S3 0.8140 0.8151 0.8183
S4 0.8109 0.8120 0.8175
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8519 0.8471 0.8255
R3 0.8404 0.8356 0.8224
R2 0.8289 0.8289 0.8213
R1 0.8241 0.8241 0.8203 0.8265
PP 0.8174 0.8174 0.8174 0.8187
S1 0.8126 0.8126 0.8181 0.8150
S2 0.8059 0.8059 0.8171
S3 0.7944 0.8011 0.8160
S4 0.7829 0.7896 0.8129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8223 0.8108 0.0115 1.4% 0.0032 0.4% 73% True False 132
10 0.8250 0.7917 0.0333 4.1% 0.0045 0.6% 83% False False 71
20 0.8250 0.7810 0.0440 5.4% 0.0039 0.5% 87% False False 55
40 0.8250 0.7780 0.0470 5.7% 0.0040 0.5% 88% False False 45
60 0.8250 0.7780 0.0470 5.7% 0.0039 0.5% 88% False False 46
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 True
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8355
2.618 0.8304
1.618 0.8273
1.000 0.8254
0.618 0.8242
HIGH 0.8223
0.618 0.8211
0.500 0.8208
0.382 0.8204
LOW 0.8192
0.618 0.8173
1.000 0.8161
1.618 0.8142
2.618 0.8111
4.250 0.8060
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 0.8208 0.8189
PP 0.8202 0.8185
S1 0.8197 0.8182

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

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