CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 0.7636 0.7565 -0.0071 -0.9% 0.7638
High 0.7648 0.7630 -0.0018 -0.2% 0.7667
Low 0.7582 0.7527 -0.0055 -0.7% 0.7582
Close 0.7589 0.7545 -0.0044 -0.6% 0.7589
Range 0.0066 0.0103 0.0037 56.1% 0.0085
ATR 0.0056 0.0060 0.0003 6.0% 0.0000
Volume 72 87 15 20.8% 470
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7876 0.7814 0.7602
R3 0.7773 0.7711 0.7573
R2 0.7670 0.7670 0.7564
R1 0.7608 0.7608 0.7554 0.7588
PP 0.7567 0.7567 0.7567 0.7557
S1 0.7505 0.7505 0.7536 0.7485
S2 0.7464 0.7464 0.7526
S3 0.7361 0.7402 0.7517
S4 0.7258 0.7299 0.7488
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7868 0.7813 0.7636
R3 0.7783 0.7728 0.7612
R2 0.7698 0.7698 0.7605
R1 0.7643 0.7643 0.7597 0.7628
PP 0.7613 0.7613 0.7613 0.7605
S1 0.7558 0.7558 0.7581 0.7543
S2 0.7528 0.7528 0.7573
S3 0.7443 0.7473 0.7566
S4 0.7358 0.7388 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7527 0.0140 1.9% 0.0068 0.9% 13% False True 110
10 0.7715 0.7527 0.0188 2.5% 0.0063 0.8% 10% False True 64
20 0.7760 0.7527 0.0233 3.1% 0.0054 0.7% 8% False True 37
40 0.8061 0.7527 0.0534 7.1% 0.0041 0.6% 3% False True 29
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 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.7900
1.618 0.7797
1.000 0.7733
0.618 0.7694
HIGH 0.7630
0.618 0.7591
0.500 0.7579
0.382 0.7566
LOW 0.7527
0.618 0.7463
1.000 0.7424
1.618 0.7360
2.618 0.7257
4.250 0.7089
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 0.7579 0.7590
PP 0.7567 0.7575
S1 0.7556 0.7560

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

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