CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 0.7526 0.7498 -0.0028 -0.4% 0.7534
High 0.7551 0.7507 -0.0044 -0.6% 0.7680
Low 0.7482 0.7449 -0.0033 -0.4% 0.7530
Close 0.7494 0.7502 0.0008 0.1% 0.7587
Range 0.0069 0.0058 -0.0011 -15.9% 0.0150
ATR 0.0063 0.0062 0.0000 -0.5% 0.0000
Volume 174 206 32 18.4% 390
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7660 0.7639 0.7534
R3 0.7602 0.7581 0.7518
R2 0.7544 0.7544 0.7513
R1 0.7523 0.7523 0.7507 0.7534
PP 0.7486 0.7486 0.7486 0.7491
S1 0.7465 0.7465 0.7497 0.7476
S2 0.7428 0.7428 0.7491
S3 0.7370 0.7407 0.7486
S4 0.7312 0.7349 0.7470
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8049 0.7968 0.7670
R3 0.7899 0.7818 0.7628
R2 0.7749 0.7749 0.7615
R1 0.7668 0.7668 0.7601 0.7709
PP 0.7599 0.7599 0.7599 0.7619
S1 0.7518 0.7518 0.7573 0.7559
S2 0.7449 0.7449 0.7560
S3 0.7299 0.7368 0.7546
S4 0.7149 0.7218 0.7505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7449 0.0231 3.1% 0.0069 0.9% 23% False True 141
10 0.7680 0.7449 0.0231 3.1% 0.0054 0.7% 23% False True 124
20 0.7680 0.7449 0.0231 3.1% 0.0061 0.8% 23% False True 164
40 0.7715 0.7449 0.0266 3.5% 0.0061 0.8% 20% False True 103
60 0.7960 0.7449 0.0511 6.8% 0.0050 0.7% 10% False True 76
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7754
2.618 0.7659
1.618 0.7601
1.000 0.7565
0.618 0.7543
HIGH 0.7507
0.618 0.7485
0.500 0.7478
0.382 0.7471
LOW 0.7449
0.618 0.7413
1.000 0.7391
1.618 0.7355
2.618 0.7297
4.250 0.7202
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 0.7494 0.7504
PP 0.7486 0.7503
S1 0.7478 0.7503

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

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