CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 0.7669 0.7732 0.0063 0.8% 0.7707
High 0.7739 0.7768 0.0029 0.4% 0.7730
Low 0.7664 0.7709 0.0045 0.6% 0.7630
Close 0.7727 0.7724 -0.0003 0.0% 0.7647
Range 0.0075 0.0059 -0.0016 -21.3% 0.0100
ATR 0.0056 0.0056 0.0000 0.4% 0.0000
Volume 306 443 137 44.8% 1,455
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7911 0.7876 0.7756
R3 0.7852 0.7817 0.7740
R2 0.7793 0.7793 0.7735
R1 0.7758 0.7758 0.7729 0.7746
PP 0.7734 0.7734 0.7734 0.7728
S1 0.7699 0.7699 0.7719 0.7687
S2 0.7675 0.7675 0.7713
S3 0.7616 0.7640 0.7708
S4 0.7557 0.7581 0.7692
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 0.7768 0.7630 0.0138 1.8% 0.0051 0.7% 68% True False 390
10 0.7768 0.7630 0.0138 1.8% 0.0046 0.6% 68% True False 463
20 0.7993 0.7630 0.0363 4.7% 0.0055 0.7% 26% False False 397
40 0.8216 0.7630 0.0586 7.6% 0.0055 0.7% 16% False False 271
60 0.8364 0.7630 0.0734 9.5% 0.0053 0.7% 13% False False 212
80 0.8364 0.7630 0.0734 9.5% 0.0050 0.6% 13% False False 171
100 0.8364 0.7630 0.0734 9.5% 0.0049 0.6% 13% False False 144
120 0.8364 0.7630 0.0734 9.5% 0.0045 0.6% 13% False False 129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7922
1.618 0.7863
1.000 0.7827
0.618 0.7804
HIGH 0.7768
0.618 0.7745
0.500 0.7739
0.382 0.7732
LOW 0.7709
0.618 0.7673
1.000 0.7650
1.618 0.7614
2.618 0.7555
4.250 0.7458
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 0.7739 0.7721
PP 0.7734 0.7717
S1 0.7729 0.7714

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

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