CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 0.7629 0.7596 -0.0033 -0.4% 0.7730
High 0.7662 0.7616 -0.0046 -0.6% 0.7743
Low 0.7569 0.7587 0.0018 0.2% 0.7569
Close 0.7580 0.7593 0.0013 0.2% 0.7580
Range 0.0093 0.0029 -0.0064 -68.8% 0.0174
ATR 0.0066 0.0063 -0.0002 -3.2% 0.0000
Volume 152 143 -9 -5.9% 975
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7686 0.7668 0.7609
R3 0.7657 0.7639 0.7601
R2 0.7628 0.7628 0.7598
R1 0.7610 0.7610 0.7596 0.7605
PP 0.7599 0.7599 0.7599 0.7596
S1 0.7581 0.7581 0.7590 0.7576
S2 0.7570 0.7570 0.7588
S3 0.7541 0.7552 0.7585
S4 0.7512 0.7523 0.7577
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8153 0.8040 0.7676
R3 0.7979 0.7866 0.7628
R2 0.7805 0.7805 0.7612
R1 0.7692 0.7692 0.7596 0.7662
PP 0.7631 0.7631 0.7631 0.7615
S1 0.7518 0.7518 0.7564 0.7488
S2 0.7457 0.7457 0.7548
S3 0.7283 0.7344 0.7532
S4 0.7109 0.7170 0.7484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7723 0.7569 0.0154 2.0% 0.0065 0.9% 16% False False 190
10 0.7786 0.7569 0.0217 2.9% 0.0065 0.9% 11% False False 197
20 0.7786 0.7428 0.0358 4.7% 0.0062 0.8% 46% False False 165
40 0.7786 0.7428 0.0358 4.7% 0.0061 0.8% 46% False False 167
60 0.7786 0.7428 0.0358 4.7% 0.0061 0.8% 46% False False 127
80 0.7899 0.7428 0.0471 6.2% 0.0053 0.7% 35% False False 99
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7739
2.618 0.7692
1.618 0.7663
1.000 0.7645
0.618 0.7634
HIGH 0.7616
0.618 0.7605
0.500 0.7602
0.382 0.7598
LOW 0.7587
0.618 0.7569
1.000 0.7558
1.618 0.7540
2.618 0.7511
4.250 0.7464
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 0.7602 0.7616
PP 0.7599 0.7608
S1 0.7596 0.7601

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

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