CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 0.7620 0.7567 -0.0053 -0.7% 0.7676
High 0.7620 0.7614 -0.0006 -0.1% 0.7760
Low 0.7580 0.7567 -0.0013 -0.2% 0.7625
Close 0.7580 0.7579 -0.0001 0.0% 0.7633
Range 0.0040 0.0047 0.0007 17.5% 0.0135
ATR 0.0045 0.0045 0.0000 0.4% 0.0000
Volume 6 25 19 316.7% 129
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7728 0.7700 0.7605
R3 0.7681 0.7653 0.7592
R2 0.7634 0.7634 0.7588
R1 0.7606 0.7606 0.7583 0.7620
PP 0.7587 0.7587 0.7587 0.7594
S1 0.7559 0.7559 0.7575 0.7573
S2 0.7540 0.7540 0.7570
S3 0.7493 0.7512 0.7566
S4 0.7446 0.7465 0.7553
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8078 0.7990 0.7707
R3 0.7943 0.7855 0.7670
R2 0.7808 0.7808 0.7658
R1 0.7720 0.7720 0.7645 0.7697
PP 0.7673 0.7673 0.7673 0.7661
S1 0.7585 0.7585 0.7621 0.7562
S2 0.7538 0.7538 0.7608
S3 0.7403 0.7450 0.7596
S4 0.7268 0.7315 0.7559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7712 0.7567 0.0145 1.9% 0.0042 0.6% 8% False True 15
10 0.7760 0.7567 0.0193 2.5% 0.0035 0.5% 6% False True 18
20 0.7864 0.7567 0.0297 3.9% 0.0033 0.4% 4% False True 14
40 0.8153 0.7567 0.0586 7.7% 0.0022 0.3% 2% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7814
2.618 0.7737
1.618 0.7690
1.000 0.7661
0.618 0.7643
HIGH 0.7614
0.618 0.7596
0.500 0.7591
0.382 0.7585
LOW 0.7567
0.618 0.7538
1.000 0.7520
1.618 0.7491
2.618 0.7444
4.250 0.7367
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 0.7591 0.7594
PP 0.7587 0.7589
S1 0.7583 0.7584

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

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