CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 0.8250 0.8281 0.0031 0.4% 0.8212
High 0.8300 0.8340 0.0040 0.5% 0.8342
Low 0.8249 0.8277 0.0028 0.3% 0.8192
Close 0.8262 0.8277 0.0015 0.2% 0.8192
Range 0.0051 0.0063 0.0012 23.5% 0.0150
ATR 0.0057 0.0058 0.0002 2.7% 0.0000
Volume 4 30 26 650.0% 93
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 0.8487 0.8445 0.8312
R3 0.8424 0.8382 0.8294
R2 0.8361 0.8361 0.8289
R1 0.8319 0.8319 0.8283 0.8309
PP 0.8298 0.8298 0.8298 0.8293
S1 0.8256 0.8256 0.8271 0.8246
S2 0.8235 0.8235 0.8265
S3 0.8172 0.8193 0.8260
S4 0.8109 0.8130 0.8242
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 0.8340 0.8192 0.0148 1.8% 0.0040 0.5% 57% True False 20
10 0.8342 0.8154 0.0188 2.3% 0.0041 0.5% 65% False False 72
20 0.8342 0.7916 0.0426 5.1% 0.0040 0.5% 85% False False 48
40 0.8342 0.7780 0.0562 6.8% 0.0042 0.5% 88% False False 44
60 0.8342 0.7780 0.0562 6.8% 0.0038 0.5% 88% 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 0.0004
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8608
2.618 0.8505
1.618 0.8442
1.000 0.8403
0.618 0.8379
HIGH 0.8340
0.618 0.8316
0.500 0.8309
0.382 0.8301
LOW 0.8277
0.618 0.8238
1.000 0.8214
1.618 0.8175
2.618 0.8112
4.250 0.8009
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 0.8309 0.8288
PP 0.8298 0.8284
S1 0.8288 0.8281

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

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