CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 0.7592 0.7627 0.0035 0.5% 0.7600
High 0.7632 0.7651 0.0019 0.2% 0.7651
Low 0.7592 0.7592 0.0000 0.0% 0.7567
Close 0.7619 0.7613 -0.0006 -0.1% 0.7613
Range 0.0040 0.0059 0.0019 47.5% 0.0084
ATR 0.0045 0.0046 0.0001 2.1% 0.0000
Volume 2 6 4 200.0% 64
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7796 0.7763 0.7645
R3 0.7737 0.7704 0.7629
R2 0.7678 0.7678 0.7624
R1 0.7645 0.7645 0.7618 0.7632
PP 0.7619 0.7619 0.7619 0.7612
S1 0.7586 0.7586 0.7608 0.7573
S2 0.7560 0.7560 0.7602
S3 0.7501 0.7527 0.7597
S4 0.7442 0.7468 0.7581
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7862 0.7822 0.7659
R3 0.7778 0.7738 0.7636
R2 0.7694 0.7694 0.7628
R1 0.7654 0.7654 0.7621 0.7674
PP 0.7610 0.7610 0.7610 0.7621
S1 0.7570 0.7570 0.7605 0.7590
S2 0.7526 0.7526 0.7598
S3 0.7442 0.7486 0.7590
S4 0.7358 0.7402 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7651 0.7567 0.0084 1.1% 0.0041 0.5% 55% True False 12
10 0.7760 0.7567 0.0193 2.5% 0.0038 0.5% 24% False False 19
20 0.7838 0.7567 0.0271 3.6% 0.0037 0.5% 17% False False 14
40 0.8153 0.7567 0.0586 7.7% 0.0024 0.3% 8% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7902
2.618 0.7805
1.618 0.7746
1.000 0.7710
0.618 0.7687
HIGH 0.7651
0.618 0.7628
0.500 0.7622
0.382 0.7615
LOW 0.7592
0.618 0.7556
1.000 0.7533
1.618 0.7497
2.618 0.7438
4.250 0.7341
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 0.7622 0.7612
PP 0.7619 0.7610
S1 0.7616 0.7609

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

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