CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 0.7743 0.7682 -0.0061 -0.8% 0.7718
High 0.7747 0.7728 -0.0019 -0.2% 0.7791
Low 0.7672 0.7661 -0.0011 -0.1% 0.7643
Close 0.7675 0.7698 0.0023 0.3% 0.7743
Range 0.0075 0.0067 -0.0008 -10.7% 0.0148
ATR 0.0066 0.0066 0.0000 0.1% 0.0000
Volume 46,212 58,237 12,025 26.0% 265,968
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7897 0.7864 0.7735
R3 0.7830 0.7797 0.7716
R2 0.7763 0.7763 0.7710
R1 0.7730 0.7730 0.7704 0.7747
PP 0.7696 0.7696 0.7696 0.7704
S1 0.7663 0.7663 0.7692 0.7680
S2 0.7629 0.7629 0.7686
S3 0.7562 0.7596 0.7680
S4 0.7495 0.7529 0.7661
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8170 0.8104 0.7824
R3 0.8022 0.7956 0.7784
R2 0.7874 0.7874 0.7770
R1 0.7808 0.7808 0.7757 0.7841
PP 0.7726 0.7726 0.7726 0.7742
S1 0.7660 0.7660 0.7729 0.7693
S2 0.7578 0.7578 0.7716
S3 0.7430 0.7512 0.7702
S4 0.7282 0.7364 0.7662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7791 0.7661 0.0130 1.7% 0.0068 0.9% 28% False True 53,661
10 0.7791 0.7643 0.0148 1.9% 0.0067 0.9% 37% False False 54,759
20 0.7791 0.7428 0.0363 4.7% 0.0063 0.8% 74% False False 56,719
40 0.7791 0.7428 0.0363 4.7% 0.0067 0.9% 74% False False 45,218
60 0.7791 0.7428 0.0363 4.7% 0.0068 0.9% 74% False False 30,332
80 0.8107 0.7428 0.0679 8.8% 0.0065 0.8% 40% False False 22,843
100 0.8216 0.7428 0.0788 10.2% 0.0063 0.8% 34% False False 18,302
120 0.8364 0.7428 0.0936 12.2% 0.0060 0.8% 29% False False 15,266
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8013
2.618 0.7903
1.618 0.7836
1.000 0.7795
0.618 0.7769
HIGH 0.7728
0.618 0.7702
0.500 0.7695
0.382 0.7687
LOW 0.7661
0.618 0.7620
1.000 0.7594
1.618 0.7553
2.618 0.7486
4.250 0.7376
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 0.7697 0.7720
PP 0.7696 0.7713
S1 0.7695 0.7705

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

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