CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 0.7240 0.7242 0.0002 0.0% 0.7189
High 0.7240 0.7242 0.0002 0.0% 0.7229
Low 0.7199 0.7242 0.0043 0.6% 0.7163
Close 0.7207 0.7242 0.0035 0.5% 0.7229
Range 0.0041 0.0000 -0.0041 -100.0% 0.0066
ATR 0.0031 0.0031 0.0000 0.9% 0.0000
Volume 16 0 -16 -100.0% 60
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7242 0.7242 0.7242
R3 0.7242 0.7242 0.7242
R2 0.7242 0.7242 0.7242
R1 0.7242 0.7242 0.7242 0.7242
PP 0.7242 0.7242 0.7242 0.7242
S1 0.7242 0.7242 0.7242 0.7242
S2 0.7242 0.7242 0.7242
S3 0.7242 0.7242 0.7242
S4 0.7242 0.7242 0.7242
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7405 0.7383 0.7265
R3 0.7339 0.7317 0.7247
R2 0.7273 0.7273 0.7241
R1 0.7251 0.7251 0.7235 0.7262
PP 0.7207 0.7207 0.7207 0.7213
S1 0.7185 0.7185 0.7223 0.7196
S2 0.7141 0.7141 0.7217
S3 0.7075 0.7119 0.7211
S4 0.7009 0.7053 0.7193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7247 0.7199 0.0048 0.7% 0.0008 0.1% 90% False False 10
10 0.7247 0.7163 0.0084 1.2% 0.0009 0.1% 94% False False 12
20 0.7499 0.7163 0.0336 4.6% 0.0012 0.2% 24% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7242
2.618 0.7242
1.618 0.7242
1.000 0.7242
0.618 0.7242
HIGH 0.7242
0.618 0.7242
0.500 0.7242
0.382 0.7242
LOW 0.7242
0.618 0.7242
1.000 0.7242
1.618 0.7242
2.618 0.7242
4.250 0.7242
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 0.7242 0.7236
PP 0.7242 0.7229
S1 0.7242 0.7223

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

View Archives - Comment on this page... - Back to Index of Symbols