CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 0.7559 0.7587 0.0028 0.4% 0.7565
High 0.7583 0.7591 0.0008 0.1% 0.7630
Low 0.7537 0.7520 -0.0017 -0.2% 0.7490
Close 0.7558 0.7565 0.0007 0.1% 0.7565
Range 0.0046 0.0071 0.0025 54.4% 0.0140
ATR 0.0064 0.0065 0.0000 0.8% 0.0000
Volume 38 56 18 47.4% 299
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7772 0.7739 0.7604
R3 0.7701 0.7668 0.7585
R2 0.7630 0.7630 0.7578
R1 0.7597 0.7597 0.7572 0.7578
PP 0.7559 0.7559 0.7559 0.7549
S1 0.7526 0.7526 0.7558 0.7507
S2 0.7488 0.7488 0.7552
S3 0.7417 0.7455 0.7545
S4 0.7346 0.7384 0.7526
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7982 0.7913 0.7642
R3 0.7842 0.7773 0.7604
R2 0.7702 0.7702 0.7591
R1 0.7633 0.7633 0.7578 0.7635
PP 0.7562 0.7562 0.7562 0.7563
S1 0.7493 0.7493 0.7552 0.7495
S2 0.7422 0.7422 0.7539
S3 0.7282 0.7353 0.7527
S4 0.7142 0.7213 0.7488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7630 0.7490 0.0140 1.9% 0.0076 1.0% 54% False False 59
10 0.7667 0.7490 0.0177 2.3% 0.0066 0.9% 42% False False 76
20 0.7715 0.7490 0.0225 3.0% 0.0061 0.8% 33% False False 46
40 0.7899 0.7490 0.0409 5.4% 0.0046 0.6% 18% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7893
2.618 0.7777
1.618 0.7706
1.000 0.7662
0.618 0.7635
HIGH 0.7591
0.618 0.7564
0.500 0.7556
0.382 0.7547
LOW 0.7520
0.618 0.7476
1.000 0.7449
1.618 0.7405
2.618 0.7334
4.250 0.7218
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 0.7562 0.7557
PP 0.7559 0.7550
S1 0.7556 0.7542

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

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