CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 0.7594 0.7533 -0.0061 -0.8% 0.7730
High 0.7594 0.7632 0.0038 0.5% 0.7743
Low 0.7529 0.7525 -0.0004 -0.1% 0.7569
Close 0.7531 0.7562 0.0031 0.4% 0.7580
Range 0.0065 0.0107 0.0042 64.6% 0.0174
ATR 0.0064 0.0067 0.0003 4.9% 0.0000
Volume 268 378 110 41.0% 975
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7894 0.7835 0.7621
R3 0.7787 0.7728 0.7591
R2 0.7680 0.7680 0.7582
R1 0.7621 0.7621 0.7572 0.7651
PP 0.7573 0.7573 0.7573 0.7588
S1 0.7514 0.7514 0.7552 0.7544
S2 0.7466 0.7466 0.7542
S3 0.7359 0.7407 0.7533
S4 0.7252 0.7300 0.7503
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 0.7662 0.7525 0.0137 1.8% 0.0067 0.9% 27% False True 223
10 0.7786 0.7525 0.0261 3.5% 0.0069 0.9% 14% False True 233
20 0.7786 0.7500 0.0286 3.8% 0.0065 0.9% 22% False False 188
40 0.7786 0.7428 0.0358 4.7% 0.0061 0.8% 37% False False 176
60 0.7786 0.7428 0.0358 4.7% 0.0062 0.8% 37% False False 137
80 0.7864 0.7428 0.0436 5.8% 0.0055 0.7% 31% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8087
2.618 0.7912
1.618 0.7805
1.000 0.7739
0.618 0.7698
HIGH 0.7632
0.618 0.7591
0.500 0.7579
0.382 0.7566
LOW 0.7525
0.618 0.7459
1.000 0.7418
1.618 0.7352
2.618 0.7245
4.250 0.7070
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 0.7579 0.7579
PP 0.7573 0.7573
S1 0.7568 0.7568

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

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