CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 0.7960 0.7900 -0.0060 -0.8% 0.8093
High 0.7960 0.7952 -0.0008 -0.1% 0.8094
Low 0.7924 0.7900 -0.0024 -0.3% 0.8045
Close 0.7924 0.7943 0.0019 0.2% 0.8092
Range 0.0036 0.0052 0.0016 44.4% 0.0049
ATR 0.0032 0.0034 0.0001 4.3% 0.0000
Volume 65 21 -44 -67.7% 6
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8088 0.8067 0.7972
R3 0.8036 0.8015 0.7957
R2 0.7984 0.7984 0.7953
R1 0.7963 0.7963 0.7948 0.7974
PP 0.7932 0.7932 0.7932 0.7937
S1 0.7911 0.7911 0.7938 0.7922
S2 0.7880 0.7880 0.7933
S3 0.7828 0.7859 0.7929
S4 0.7776 0.7807 0.7914
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8224 0.8207 0.8119
R3 0.8175 0.8158 0.8105
R2 0.8126 0.8126 0.8101
R1 0.8109 0.8109 0.8096 0.8093
PP 0.8077 0.8077 0.8077 0.8069
S1 0.8060 0.8060 0.8088 0.8044
S2 0.8028 0.8028 0.8083
S3 0.7979 0.8011 0.8079
S4 0.7930 0.7962 0.8065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8092 0.7900 0.0192 2.4% 0.0022 0.3% 22% False True 19
10 0.8130 0.7900 0.0230 2.9% 0.0015 0.2% 19% False True 9
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 0.0000
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8173
2.618 0.8088
1.618 0.8036
1.000 0.8004
0.618 0.7984
HIGH 0.7952
0.618 0.7932
0.500 0.7926
0.382 0.7920
LOW 0.7900
0.618 0.7868
1.000 0.7848
1.618 0.7816
2.618 0.7764
4.250 0.7679
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 0.7937 0.7949
PP 0.7932 0.7947
S1 0.7926 0.7945

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

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