CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	0.7640	0.7672	0.0032	0.4%	0.7497
High	0.7674	0.7706	0.0032	0.4%	0.7604
Low	0.7612	0.7647	0.0035	0.5%	0.7428
Close	0.7663	0.7654	-0.0009	-0.1%	0.7580
Range	0.0062	0.0059	-0.0003	-4.8%	0.0176
ATR	0.0065	0.0065	0.0000	-0.7%	0.0000
Volume	51,297	65,563	14,266	27.8%	294,876

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7846	0.7809	0.7686
R3	0.7787	0.7750	0.7670
R2	0.7728	0.7728	0.7665
R1	0.7691	0.7691	0.7659	0.7680
PP	0.7669	0.7669	0.7669	0.7664
S1	0.7632	0.7632	0.7649	0.7621
S2	0.7610	0.7610	0.7643
S3	0.7551	0.7573	0.7638
S4	0.7492	0.7514	0.7622

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	0.7706	0.7500	0.0206	2.7%	0.0063	0.8%	75%	True	False	59,445
10	0.7706	0.7428	0.0278	3.6%	0.0058	0.8%	81%	True	False	57,701
20	0.7706	0.7428	0.0278	3.6%	0.0059	0.8%	81%	True	False	60,689
40	0.7710	0.7428	0.0282	3.7%	0.0069	0.9%	80%	False	False	33,347
60	0.7842	0.7428	0.0414	5.4%	0.0066	0.9%	55%	False	False	22,367
80	0.8216	0.7428	0.0788	10.3%	0.0064	0.8%	29%	False	False	16,826
100	0.8269	0.7428	0.0841	11.0%	0.0062	0.8%	27%	False	False	13,495
120	0.8364	0.7428	0.0936	12.2%	0.0058	0.8%	24%	False	False	11,255

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7957
2.618	0.7860
1.618	0.7801
1.000	0.7765
0.618	0.7742
HIGH	0.7706
0.618	0.7683
0.500	0.7677
0.382	0.7670
LOW	0.7647
0.618	0.7611
1.000	0.7588
1.618	0.7552
2.618	0.7493
4.250	0.7396

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	0.7677	0.7652
PP	0.7669	0.7649
S1	0.7662	0.7647

Download as Excel Spreadsheet

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

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