CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 0.7501 0.7539 0.0038 0.5% 0.7497
High 0.7564 0.7604 0.0040 0.5% 0.7604
Low 0.7500 0.7539 0.0039 0.5% 0.7428
Close 0.7541 0.7580 0.0039 0.5% 0.7580
Range 0.0064 0.0065 0.0001 1.6% 0.0176
ATR 0.0065 0.0065 0.0000 0.0% 0.0000
Volume 73,670 55,327 -18,343 -24.9% 294,876
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7769 0.7740 0.7616
R3 0.7704 0.7675 0.7598
R2 0.7639 0.7639 0.7592
R1 0.7610 0.7610 0.7586 0.7625
PP 0.7574 0.7574 0.7574 0.7582
S1 0.7545 0.7545 0.7574 0.7560
S2 0.7509 0.7509 0.7568
S3 0.7444 0.7480 0.7562
S4 0.7379 0.7415 0.7544
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8065 0.7999 0.7677
R3 0.7889 0.7823 0.7628
R2 0.7713 0.7713 0.7612
R1 0.7647 0.7647 0.7596 0.7680
PP 0.7537 0.7537 0.7537 0.7554
S1 0.7471 0.7471 0.7564 0.7504
S2 0.7361 0.7361 0.7548
S3 0.7185 0.7295 0.7532
S4 0.7009 0.7119 0.7483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7604 0.7428 0.0176 2.3% 0.0058 0.8% 86% True False 58,975
10 0.7604 0.7428 0.0176 2.3% 0.0057 0.7% 86% True False 58,542
20 0.7683 0.7428 0.0255 3.4% 0.0061 0.8% 60% False False 56,764
40 0.7710 0.7428 0.0282 3.7% 0.0071 0.9% 54% False False 29,165
60 0.7885 0.7428 0.0457 6.0% 0.0065 0.9% 33% False False 19,579
80 0.8216 0.7428 0.0788 10.4% 0.0063 0.8% 19% False False 14,735
100 0.8364 0.7428 0.0936 12.3% 0.0061 0.8% 16% False False 11,814
120 0.8364 0.7428 0.0936 12.3% 0.0058 0.8% 16% False False 9,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7880
2.618 0.7774
1.618 0.7709
1.000 0.7669
0.618 0.7644
HIGH 0.7604
0.618 0.7579
0.500 0.7572
0.382 0.7564
LOW 0.7539
0.618 0.7499
1.000 0.7474
1.618 0.7434
2.618 0.7369
4.250 0.7263
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 0.7577 0.7561
PP 0.7574 0.7542
S1 0.7572 0.7524

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

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