CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 0.7595 0.7511 -0.0084 -1.1% 0.7650
High 0.7595 0.7545 -0.0050 -0.7% 0.7665
Low 0.7507 0.7509 0.0002 0.0% 0.7507
Close 0.7516 0.7527 0.0011 0.1% 0.7516
Range 0.0088 0.0036 -0.0052 -59.1% 0.0158
ATR 0.0065 0.0063 -0.0002 -3.2% 0.0000
Volume 555 156 -399 -71.9% 1,031
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7635 0.7617 0.7547
R3 0.7599 0.7581 0.7537
R2 0.7563 0.7563 0.7534
R1 0.7545 0.7545 0.7530 0.7554
PP 0.7527 0.7527 0.7527 0.7532
S1 0.7509 0.7509 0.7524 0.7518
S2 0.7491 0.7491 0.7520
S3 0.7455 0.7473 0.7517
S4 0.7419 0.7437 0.7507
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8037 0.7934 0.7603
R3 0.7879 0.7776 0.7559
R2 0.7721 0.7721 0.7545
R1 0.7618 0.7618 0.7530 0.7591
PP 0.7563 0.7563 0.7563 0.7549
S1 0.7460 0.7460 0.7502 0.7433
S2 0.7405 0.7405 0.7487
S3 0.7247 0.7302 0.7473
S4 0.7089 0.7144 0.7429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7507 0.0158 2.1% 0.0061 0.8% 13% False False 224
10 0.7665 0.7507 0.0158 2.1% 0.0064 0.9% 13% False False 203
20 0.7786 0.7507 0.0279 3.7% 0.0065 0.9% 7% False False 200
40 0.7786 0.7428 0.0358 4.8% 0.0061 0.8% 28% False False 162
60 0.7786 0.7428 0.0358 4.8% 0.0062 0.8% 28% False False 158
80 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 28% False False 123
100 0.8130 0.7428 0.0702 9.3% 0.0050 0.7% 14% False False 101
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7698
2.618 0.7639
1.618 0.7603
1.000 0.7581
0.618 0.7567
HIGH 0.7545
0.618 0.7531
0.500 0.7527
0.382 0.7523
LOW 0.7509
0.618 0.7487
1.000 0.7473
1.618 0.7451
2.618 0.7415
4.250 0.7356
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 0.7527 0.7556
PP 0.7527 0.7546
S1 0.7527 0.7537

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

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