CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 0.7161 0.7186 0.0025 0.3% 0.7281
High 0.7187 0.7228 0.0041 0.6% 0.7314
Low 0.7161 0.7175 0.0014 0.2% 0.7143
Close 0.7175 0.7217 0.0042 0.6% 0.7181
Range 0.0026 0.0053 0.0027 103.8% 0.0171
ATR 0.0058 0.0057 0.0000 -0.6% 0.0000
Volume 31,935 46,801 14,866 46.6% 333,759
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7366 0.7344 0.7246
R3 0.7313 0.7291 0.7232
R2 0.7260 0.7260 0.7227
R1 0.7238 0.7238 0.7222 0.7249
PP 0.7207 0.7207 0.7207 0.7212
S1 0.7185 0.7185 0.7212 0.7196
S2 0.7154 0.7154 0.7207
S3 0.7101 0.7132 0.7202
S4 0.7048 0.7079 0.7188
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7726 0.7624 0.7275
R3 0.7555 0.7453 0.7228
R2 0.7384 0.7384 0.7212
R1 0.7282 0.7282 0.7197 0.7248
PP 0.7213 0.7213 0.7213 0.7195
S1 0.7111 0.7111 0.7165 0.7077
S2 0.7042 0.7042 0.7150
S3 0.6871 0.6940 0.7134
S4 0.6700 0.6769 0.7087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7258 0.7143 0.0115 1.6% 0.0061 0.8% 64% False False 51,995
10 0.7390 0.7143 0.0247 3.4% 0.0061 0.8% 30% False False 59,963
20 0.7528 0.7143 0.0385 5.3% 0.0058 0.8% 19% False False 37,217
40 0.7665 0.7143 0.0522 7.2% 0.0054 0.7% 14% False False 18,893
60 0.7786 0.7143 0.0643 8.9% 0.0057 0.8% 12% False False 12,654
80 0.7786 0.7143 0.0643 8.9% 0.0057 0.8% 12% False False 9,531
100 0.7786 0.7143 0.0643 8.9% 0.0058 0.8% 12% False False 7,636
120 0.7864 0.7143 0.0721 10.0% 0.0054 0.7% 10% False False 6,366
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7367
1.618 0.7314
1.000 0.7281
0.618 0.7261
HIGH 0.7228
0.618 0.7208
0.500 0.7202
0.382 0.7195
LOW 0.7175
0.618 0.7142
1.000 0.7122
1.618 0.7089
2.618 0.7036
4.250 0.6950
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 0.7212 0.7207
PP 0.7207 0.7197
S1 0.7202 0.7187

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

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