CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 0.7500 0.7500 0.0000 0.0% 0.7558
High 0.7514 0.7502 -0.0012 -0.2% 0.7585
Low 0.7484 0.7462 -0.0022 -0.3% 0.7449
Close 0.7497 0.7465 -0.0032 -0.4% 0.7497
Range 0.0030 0.0040 0.0010 33.3% 0.0136
ATR 0.0060 0.0059 -0.0001 -2.4% 0.0000
Volume 122 58 -64 -52.5% 778
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7596 0.7571 0.7487
R3 0.7556 0.7531 0.7476
R2 0.7516 0.7516 0.7472
R1 0.7491 0.7491 0.7469 0.7484
PP 0.7476 0.7476 0.7476 0.7473
S1 0.7451 0.7451 0.7461 0.7444
S2 0.7436 0.7436 0.7458
S3 0.7396 0.7411 0.7454
S4 0.7356 0.7371 0.7443
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7918 0.7844 0.7572
R3 0.7782 0.7708 0.7534
R2 0.7646 0.7646 0.7522
R1 0.7572 0.7572 0.7509 0.7541
PP 0.7510 0.7510 0.7510 0.7495
S1 0.7436 0.7436 0.7485 0.7405
S2 0.7374 0.7374 0.7472
S3 0.7238 0.7300 0.7460
S4 0.7102 0.7164 0.7422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7559 0.7449 0.0110 1.5% 0.0048 0.6% 15% False False 132
10 0.7680 0.7449 0.0231 3.1% 0.0056 0.7% 7% False False 115
20 0.7680 0.7449 0.0231 3.1% 0.0059 0.8% 7% False False 168
40 0.7715 0.7449 0.0266 3.6% 0.0060 0.8% 6% False False 107
60 0.7899 0.7449 0.0450 6.0% 0.0050 0.7% 4% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7607
1.618 0.7567
1.000 0.7542
0.618 0.7527
HIGH 0.7502
0.618 0.7487
0.500 0.7482
0.382 0.7477
LOW 0.7462
0.618 0.7437
1.000 0.7422
1.618 0.7397
2.618 0.7357
4.250 0.7292
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 0.7482 0.7482
PP 0.7476 0.7476
S1 0.7471 0.7471

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

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