CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 0.8238 0.8250 0.0012 0.1% 0.8212
High 0.8241 0.8300 0.0059 0.7% 0.8342
Low 0.8235 0.8249 0.0014 0.2% 0.8192
Close 0.8241 0.8262 0.0021 0.3% 0.8192
Range 0.0006 0.0051 0.0045 750.0% 0.0150
ATR 0.0056 0.0057 0.0000 0.3% 0.0000
Volume 26 4 -22 -84.6% 93
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 0.8423 0.8394 0.8290
R3 0.8372 0.8343 0.8276
R2 0.8321 0.8321 0.8271
R1 0.8292 0.8292 0.8267 0.8307
PP 0.8270 0.8270 0.8270 0.8278
S1 0.8241 0.8241 0.8257 0.8256
S2 0.8219 0.8219 0.8253
S3 0.8168 0.8190 0.8248
S4 0.8117 0.8139 0.8234
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8692 0.8592 0.8275
R3 0.8542 0.8442 0.8233
R2 0.8392 0.8392 0.8220
R1 0.8292 0.8292 0.8206 0.8267
PP 0.8242 0.8242 0.8242 0.8230
S1 0.8142 0.8142 0.8178 0.8117
S2 0.8092 0.8092 0.8165
S3 0.7942 0.7992 0.8151
S4 0.7792 0.7842 0.8110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8342 0.8192 0.0150 1.8% 0.0037 0.5% 47% False False 17
10 0.8342 0.8140 0.0202 2.4% 0.0037 0.4% 60% False False 72
20 0.8342 0.7916 0.0426 5.2% 0.0041 0.5% 81% False False 47
40 0.8342 0.7780 0.0562 6.8% 0.0042 0.5% 86% False False 43
60 0.8342 0.7780 0.0562 6.8% 0.0038 0.5% 86% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8517
2.618 0.8434
1.618 0.8383
1.000 0.8351
0.618 0.8332
HIGH 0.8300
0.618 0.8281
0.500 0.8275
0.382 0.8268
LOW 0.8249
0.618 0.8217
1.000 0.8198
1.618 0.8166
2.618 0.8115
4.250 0.8032
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 0.8275 0.8257
PP 0.8270 0.8251
S1 0.8266 0.8246

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

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