CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 0.7682 0.7700 0.0018 0.2% 0.7718
High 0.7728 0.7708 -0.0020 -0.3% 0.7791
Low 0.7661 0.7606 -0.0055 -0.7% 0.7643
Close 0.7698 0.7620 -0.0078 -1.0% 0.7743
Range 0.0067 0.0102 0.0035 52.2% 0.0148
ATR 0.0066 0.0069 0.0003 3.8% 0.0000
Volume 58,237 71,362 13,125 22.5% 265,968
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7951 0.7887 0.7676
R3 0.7849 0.7785 0.7648
R2 0.7747 0.7747 0.7639
R1 0.7683 0.7683 0.7629 0.7664
PP 0.7645 0.7645 0.7645 0.7635
S1 0.7581 0.7581 0.7611 0.7562
S2 0.7543 0.7543 0.7601
S3 0.7441 0.7479 0.7592
S4 0.7339 0.7377 0.7564
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 0.7606 0.0185 2.4% 0.0074 1.0% 8% False True 57,983
10 0.7791 0.7606 0.0185 2.4% 0.0071 0.9% 8% False True 55,339
20 0.7791 0.7428 0.0363 4.8% 0.0065 0.8% 53% False False 56,520
40 0.7791 0.7428 0.0363 4.8% 0.0067 0.9% 53% False False 46,887
60 0.7791 0.7428 0.0363 4.8% 0.0069 0.9% 53% False False 31,516
80 0.8072 0.7428 0.0644 8.5% 0.0066 0.9% 30% False False 23,733
100 0.8216 0.7428 0.0788 10.3% 0.0063 0.8% 24% False False 19,015
120 0.8364 0.7428 0.0936 12.3% 0.0060 0.8% 21% False False 15,860
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 0.0012
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8142
2.618 0.7975
1.618 0.7873
1.000 0.7810
0.618 0.7771
HIGH 0.7708
0.618 0.7669
0.500 0.7657
0.382 0.7645
LOW 0.7606
0.618 0.7543
1.000 0.7504
1.618 0.7441
2.618 0.7339
4.250 0.7173
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 0.7657 0.7677
PP 0.7645 0.7658
S1 0.7632 0.7639

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

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