CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 0.7640 0.7636 -0.0004 -0.1% 0.7619
High 0.7664 0.7667 0.0003 0.0% 0.7715
Low 0.7627 0.7587 -0.0040 -0.5% 0.7593
Close 0.7649 0.7634 -0.0015 -0.2% 0.7642
Range 0.0037 0.0080 0.0043 116.2% 0.0122
ATR 0.0054 0.0055 0.0002 3.5% 0.0000
Volume 96 223 127 132.3% 106
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7869 0.7832 0.7678
R3 0.7789 0.7752 0.7656
R2 0.7709 0.7709 0.7649
R1 0.7672 0.7672 0.7641 0.7651
PP 0.7629 0.7629 0.7629 0.7619
S1 0.7592 0.7592 0.7627 0.7571
S2 0.7549 0.7549 0.7619
S3 0.7469 0.7512 0.7612
S4 0.7389 0.7432 0.7590
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8016 0.7951 0.7709
R3 0.7894 0.7829 0.7676
R2 0.7772 0.7772 0.7664
R1 0.7707 0.7707 0.7653 0.7740
PP 0.7650 0.7650 0.7650 0.7666
S1 0.7585 0.7585 0.7631 0.7618
S2 0.7528 0.7528 0.7620
S3 0.7406 0.7463 0.7608
S4 0.7284 0.7341 0.7575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7705 0.7587 0.0118 1.5% 0.0053 0.7% 40% False True 65
10 0.7715 0.7587 0.0128 1.7% 0.0061 0.8% 37% False True 43
20 0.7760 0.7567 0.0193 2.5% 0.0048 0.6% 35% False False 31
40 0.8094 0.7567 0.0527 6.9% 0.0037 0.5% 13% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8007
2.618 0.7876
1.618 0.7796
1.000 0.7747
0.618 0.7716
HIGH 0.7667
0.618 0.7636
0.500 0.7627
0.382 0.7618
LOW 0.7587
0.618 0.7538
1.000 0.7507
1.618 0.7458
2.618 0.7378
4.250 0.7247
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 0.7632 0.7632
PP 0.7629 0.7629
S1 0.7627 0.7627

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

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