CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 0.7734 0.7774 0.0040 0.5% 0.7718
High 0.7791 0.7779 -0.0012 -0.2% 0.7791
Low 0.7721 0.7725 0.0004 0.1% 0.7643
Close 0.7783 0.7743 -0.0040 -0.5% 0.7743
Range 0.0070 0.0054 -0.0016 -22.9% 0.0148
ATR 0.0066 0.0066 -0.0001 -0.9% 0.0000
Volume 67,983 46,122 -21,861 -32.2% 265,968
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7911 0.7881 0.7773
R3 0.7857 0.7827 0.7758
R2 0.7803 0.7803 0.7753
R1 0.7773 0.7773 0.7748 0.7761
PP 0.7749 0.7749 0.7749 0.7743
S1 0.7719 0.7719 0.7738 0.7707
S2 0.7695 0.7695 0.7733
S3 0.7641 0.7665 0.7728
S4 0.7587 0.7611 0.7713
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8170 0.8104 0.7824
R3 0.8022 0.7956 0.7784
R2 0.7874 0.7874 0.7770
R1 0.7808 0.7808 0.7757 0.7841
PP 0.7726 0.7726 0.7726 0.7742
S1 0.7660 0.7660 0.7729 0.7693
S2 0.7578 0.7578 0.7716
S3 0.7430 0.7512 0.7702
S4 0.7282 0.7364 0.7662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7791 0.7643 0.0148 1.9% 0.0067 0.9% 68% False False 53,193
10 0.7791 0.7587 0.0204 2.6% 0.0065 0.8% 76% False False 54,581
20 0.7791 0.7428 0.0363 4.7% 0.0061 0.8% 87% False False 56,561
40 0.7791 0.7428 0.0363 4.7% 0.0068 0.9% 87% False False 42,680
60 0.7791 0.7428 0.0363 4.7% 0.0067 0.9% 87% False False 28,607
80 0.8107 0.7428 0.0679 8.8% 0.0065 0.8% 46% False False 21,540
100 0.8216 0.7428 0.0788 10.2% 0.0063 0.8% 40% False False 17,263
120 0.8364 0.7428 0.0936 12.1% 0.0059 0.8% 34% False False 14,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7920
1.618 0.7866
1.000 0.7833
0.618 0.7812
HIGH 0.7779
0.618 0.7758
0.500 0.7752
0.382 0.7746
LOW 0.7725
0.618 0.7692
1.000 0.7671
1.618 0.7638
2.618 0.7584
4.250 0.7496
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 0.7752 0.7739
PP 0.7749 0.7735
S1 0.7746 0.7731

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

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