CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 0.7627 0.7619 -0.0008 -0.1% 0.7600
High 0.7651 0.7697 0.0046 0.6% 0.7651
Low 0.7592 0.7593 0.0001 0.0% 0.7567
Close 0.7613 0.7690 0.0077 1.0% 0.7613
Range 0.0059 0.0104 0.0045 76.3% 0.0084
ATR 0.0046 0.0050 0.0004 8.9% 0.0000
Volume 6 15 9 150.0% 64
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7972 0.7935 0.7747
R3 0.7868 0.7831 0.7719
R2 0.7764 0.7764 0.7709
R1 0.7727 0.7727 0.7700 0.7746
PP 0.7660 0.7660 0.7660 0.7669
S1 0.7623 0.7623 0.7680 0.7642
S2 0.7556 0.7556 0.7671
S3 0.7452 0.7519 0.7661
S4 0.7348 0.7415 0.7633
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 0.7697 0.7567 0.0130 1.7% 0.0058 0.8% 95% True False 10
10 0.7760 0.7567 0.0193 2.5% 0.0046 0.6% 64% False False 10
20 0.7836 0.7567 0.0269 3.5% 0.0041 0.5% 46% False False 14
40 0.8153 0.7567 0.0586 7.6% 0.0027 0.3% 21% False False 13
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 0.0007
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8139
2.618 0.7969
1.618 0.7865
1.000 0.7801
0.618 0.7761
HIGH 0.7697
0.618 0.7657
0.500 0.7645
0.382 0.7633
LOW 0.7593
0.618 0.7529
1.000 0.7489
1.618 0.7425
2.618 0.7321
4.250 0.7151
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 0.7675 0.7675
PP 0.7660 0.7660
S1 0.7645 0.7645

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

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