CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 0.8212 0.8260 0.0048 0.6% 0.8150
High 0.8247 0.8290 0.0043 0.5% 0.8223
Low 0.8212 0.8252 0.0040 0.5% 0.8108
Close 0.8247 0.8287 0.0040 0.5% 0.8192
Range 0.0035 0.0038 0.0003 8.6% 0.0115
ATR 0.0056 0.0055 -0.0001 -1.7% 0.0000
Volume 6 29 23 383.3% 661
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8390 0.8377 0.8308
R3 0.8352 0.8339 0.8297
R2 0.8314 0.8314 0.8294
R1 0.8301 0.8301 0.8290 0.8308
PP 0.8276 0.8276 0.8276 0.8280
S1 0.8263 0.8263 0.8284 0.8270
S2 0.8238 0.8238 0.8280
S3 0.8200 0.8225 0.8277
S4 0.8162 0.8187 0.8266
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 0.8290 0.8140 0.0150 1.8% 0.0036 0.4% 98% True False 126
10 0.8290 0.8001 0.0289 3.5% 0.0053 0.6% 99% True False 74
20 0.8290 0.7902 0.0388 4.7% 0.0039 0.5% 99% True False 49
40 0.8290 0.7780 0.0510 6.2% 0.0041 0.5% 99% True False 45
60 0.8290 0.7780 0.0510 6.2% 0.0037 0.4% 99% True False 46
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8452
2.618 0.8389
1.618 0.8351
1.000 0.8328
0.618 0.8313
HIGH 0.8290
0.618 0.8275
0.500 0.8271
0.382 0.8267
LOW 0.8252
0.618 0.8229
1.000 0.8214
1.618 0.8191
2.618 0.8153
4.250 0.8091
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 0.8282 0.8272
PP 0.8276 0.8256
S1 0.8271 0.8241

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

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