CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 0.7644 0.7700 0.0056 0.7% 0.7584
High 0.7699 0.7745 0.0046 0.6% 0.7745
Low 0.7644 0.7680 0.0036 0.5% 0.7584
Close 0.7684 0.7720 0.0036 0.5% 0.7720
Range 0.0055 0.0065 0.0010 18.2% 0.0161
ATR 0.0060 0.0060 0.0000 0.6% 0.0000
Volume 167 123 -44 -26.3% 853
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7910 0.7880 0.7756
R3 0.7845 0.7815 0.7738
R2 0.7780 0.7780 0.7732
R1 0.7750 0.7750 0.7726 0.7765
PP 0.7715 0.7715 0.7715 0.7723
S1 0.7685 0.7685 0.7714 0.7700
S2 0.7650 0.7650 0.7708
S3 0.7585 0.7620 0.7702
S4 0.7520 0.7555 0.7684
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8166 0.8104 0.7809
R3 0.8005 0.7943 0.7764
R2 0.7844 0.7844 0.7750
R1 0.7782 0.7782 0.7735 0.7813
PP 0.7683 0.7683 0.7683 0.7699
S1 0.7621 0.7621 0.7705 0.7652
S2 0.7522 0.7522 0.7690
S3 0.7361 0.7460 0.7676
S4 0.7200 0.7299 0.7631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7584 0.0161 2.1% 0.0060 0.8% 84% True False 170
10 0.7745 0.7428 0.0317 4.1% 0.0057 0.7% 92% True False 136
20 0.7745 0.7428 0.0317 4.1% 0.0055 0.7% 92% True False 126
40 0.7745 0.7428 0.0317 4.1% 0.0060 0.8% 92% True False 136
60 0.7760 0.7428 0.0332 4.3% 0.0054 0.7% 88% False False 96
80 0.8149 0.7428 0.0721 9.3% 0.0046 0.6% 40% False False 75
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 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8021
2.618 0.7915
1.618 0.7850
1.000 0.7810
0.618 0.7785
HIGH 0.7745
0.618 0.7720
0.500 0.7713
0.382 0.7705
LOW 0.7680
0.618 0.7640
1.000 0.7615
1.618 0.7575
2.618 0.7510
4.250 0.7404
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 0.7718 0.7712
PP 0.7715 0.7703
S1 0.7713 0.7695

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

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