CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 0.7540 0.7534 -0.0006 -0.1% 0.7520
High 0.7542 0.7556 0.0014 0.2% 0.7599
Low 0.7513 0.7530 0.0017 0.2% 0.7513
Close 0.7538 0.7537 -0.0001 0.0% 0.7538
Range 0.0029 0.0026 -0.0003 -10.3% 0.0086
ATR 0.0066 0.0063 -0.0003 -4.3% 0.0000
Volume 198 75 -123 -62.1% 1,506
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7619 0.7604 0.7551
R3 0.7593 0.7578 0.7544
R2 0.7567 0.7567 0.7542
R1 0.7552 0.7552 0.7539 0.7560
PP 0.7541 0.7541 0.7541 0.7545
S1 0.7526 0.7526 0.7535 0.7534
S2 0.7515 0.7515 0.7532
S3 0.7489 0.7500 0.7530
S4 0.7463 0.7474 0.7523
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7808 0.7759 0.7585
R3 0.7722 0.7673 0.7562
R2 0.7636 0.7636 0.7554
R1 0.7587 0.7587 0.7546 0.7612
PP 0.7550 0.7550 0.7550 0.7562
S1 0.7501 0.7501 0.7530 0.7526
S2 0.7464 0.7464 0.7522
S3 0.7378 0.7415 0.7514
S4 0.7292 0.7329 0.7491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7599 0.7513 0.0086 1.1% 0.0048 0.6% 28% False False 316
10 0.7616 0.7507 0.0109 1.4% 0.0062 0.8% 28% False False 222
20 0.7667 0.7490 0.0177 2.3% 0.0064 0.9% 27% False False 149
40 0.7760 0.7490 0.0270 3.6% 0.0054 0.7% 17% False False 83
60 0.8130 0.7490 0.0640 8.5% 0.0043 0.6% 7% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7667
2.618 0.7624
1.618 0.7598
1.000 0.7582
0.618 0.7572
HIGH 0.7556
0.618 0.7546
0.500 0.7543
0.382 0.7540
LOW 0.7530
0.618 0.7514
1.000 0.7504
1.618 0.7488
2.618 0.7462
4.250 0.7420
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 0.7543 0.7549
PP 0.7541 0.7545
S1 0.7539 0.7541

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

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