CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 0.7672 0.7667 -0.0005 -0.1% 0.7707
High 0.7672 0.7697 0.0025 0.3% 0.7730
Low 0.7630 0.7660 0.0030 0.4% 0.7630
Close 0.7647 0.7666 0.0019 0.2% 0.7647
Range 0.0042 0.0037 -0.0005 -11.9% 0.0100
ATR 0.0055 0.0054 0.0000 -0.6% 0.0000
Volume 325 664 339 104.3% 1,455
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7785 0.7763 0.7686
R3 0.7748 0.7726 0.7676
R2 0.7711 0.7711 0.7673
R1 0.7689 0.7689 0.7669 0.7682
PP 0.7674 0.7674 0.7674 0.7671
S1 0.7652 0.7652 0.7663 0.7645
S2 0.7637 0.7637 0.7659
S3 0.7600 0.7615 0.7656
S4 0.7563 0.7578 0.7646
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7969 0.7908 0.7702
R3 0.7869 0.7808 0.7675
R2 0.7769 0.7769 0.7665
R1 0.7708 0.7708 0.7656 0.7689
PP 0.7669 0.7669 0.7669 0.7659
S1 0.7608 0.7608 0.7638 0.7589
S2 0.7569 0.7569 0.7629
S3 0.7469 0.7508 0.7620
S4 0.7369 0.7408 0.7592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7730 0.7630 0.0100 1.3% 0.0046 0.6% 36% False False 372
10 0.7850 0.7630 0.0220 2.9% 0.0050 0.7% 16% False False 444
20 0.8107 0.7630 0.0477 6.2% 0.0057 0.7% 8% False False 378
40 0.8216 0.7630 0.0586 7.6% 0.0055 0.7% 6% False False 259
60 0.8364 0.7630 0.0734 9.6% 0.0052 0.7% 5% False False 200
80 0.8364 0.7630 0.0734 9.6% 0.0049 0.6% 5% False False 162
100 0.8364 0.7630 0.0734 9.6% 0.0047 0.6% 5% False False 138
120 0.8364 0.7630 0.0734 9.6% 0.0044 0.6% 5% False False 122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7854
2.618 0.7794
1.618 0.7757
1.000 0.7734
0.618 0.7720
HIGH 0.7697
0.618 0.7683
0.500 0.7679
0.382 0.7674
LOW 0.7660
0.618 0.7637
1.000 0.7623
1.618 0.7600
2.618 0.7563
4.250 0.7503
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 0.7679 0.7666
PP 0.7674 0.7666
S1 0.7670 0.7666

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

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