CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 0.8300 0.8269 -0.0031 -0.4% 0.8256
High 0.8311 0.8269 -0.0042 -0.5% 0.8364
Low 0.8273 0.8197 -0.0076 -0.9% 0.8239
Close 0.8304 0.8197 -0.0107 -1.3% 0.8304
Range 0.0038 0.0072 0.0034 89.5% 0.0125
ATR 0.0054 0.0058 0.0004 6.9% 0.0000
Volume 33 48 15 45.5% 188
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 0.8437 0.8389 0.8237
R3 0.8365 0.8317 0.8217
R2 0.8293 0.8293 0.8210
R1 0.8245 0.8245 0.8204 0.8233
PP 0.8221 0.8221 0.8221 0.8215
S1 0.8173 0.8173 0.8190 0.8161
S2 0.8149 0.8149 0.8184
S3 0.8077 0.8101 0.8177
S4 0.8005 0.8029 0.8157
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8677 0.8616 0.8373
R3 0.8552 0.8491 0.8338
R2 0.8427 0.8427 0.8327
R1 0.8366 0.8366 0.8315 0.8397
PP 0.8302 0.8302 0.8302 0.8318
S1 0.8241 0.8241 0.8293 0.8272
S2 0.8177 0.8177 0.8281
S3 0.8052 0.8116 0.8270
S4 0.7927 0.7991 0.8235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8364 0.8197 0.0167 2.0% 0.0048 0.6% 0% False True 41
10 0.8364 0.8197 0.0167 2.0% 0.0045 0.6% 0% False True 38
20 0.8364 0.8108 0.0256 3.1% 0.0039 0.5% 35% False False 56
40 0.8364 0.7810 0.0554 6.8% 0.0040 0.5% 70% False False 42
60 0.8364 0.7780 0.0584 7.1% 0.0040 0.5% 71% False False 42
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 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8575
2.618 0.8457
1.618 0.8385
1.000 0.8341
0.618 0.8313
HIGH 0.8269
0.618 0.8241
0.500 0.8233
0.382 0.8225
LOW 0.8197
0.618 0.8153
1.000 0.8125
1.618 0.8081
2.618 0.8009
4.250 0.7891
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 0.8233 0.8273
PP 0.8221 0.8248
S1 0.8209 0.8222

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

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