CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 0.7635 0.7590 -0.0045 -0.6% 0.7743
High 0.7666 0.7619 -0.0047 -0.6% 0.7747
Low 0.7573 0.7582 0.0009 0.1% 0.7573
Close 0.7583 0.7596 0.0013 0.2% 0.7583
Range 0.0093 0.0037 -0.0056 -60.2% 0.0174
ATR 0.0069 0.0067 -0.0002 -3.3% 0.0000
Volume 75,642 36,884 -38,758 -51.2% 308,294
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7710 0.7690 0.7616
R3 0.7673 0.7653 0.7606
R2 0.7636 0.7636 0.7603
R1 0.7616 0.7616 0.7599 0.7626
PP 0.7599 0.7599 0.7599 0.7604
S1 0.7579 0.7579 0.7593 0.7589
S2 0.7562 0.7562 0.7589
S3 0.7525 0.7542 0.7586
S4 0.7488 0.7505 0.7576
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8156 0.8044 0.7679
R3 0.7982 0.7870 0.7631
R2 0.7808 0.7808 0.7615
R1 0.7696 0.7696 0.7599 0.7665
PP 0.7634 0.7634 0.7634 0.7619
S1 0.7522 0.7522 0.7567 0.7491
S2 0.7460 0.7460 0.7551
S3 0.7286 0.7348 0.7535
S4 0.7112 0.7174 0.7487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7728 0.7573 0.0155 2.0% 0.0069 0.9% 15% False False 59,793
10 0.7791 0.7573 0.0218 2.9% 0.0069 0.9% 11% False False 57,256
20 0.7791 0.7428 0.0363 4.8% 0.0066 0.9% 46% False False 57,161
40 0.7791 0.7428 0.0363 4.8% 0.0066 0.9% 46% False False 51,049
60 0.7791 0.7428 0.0363 4.8% 0.0068 0.9% 46% False False 34,323
80 0.7952 0.7428 0.0524 6.9% 0.0065 0.9% 32% False False 25,842
100 0.8216 0.7428 0.0788 10.4% 0.0063 0.8% 21% False False 20,702
120 0.8364 0.7428 0.0936 12.3% 0.0061 0.8% 18% False False 17,271
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 0.0013
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7716
1.618 0.7679
1.000 0.7656
0.618 0.7642
HIGH 0.7619
0.618 0.7605
0.500 0.7601
0.382 0.7596
LOW 0.7582
0.618 0.7559
1.000 0.7545
1.618 0.7522
2.618 0.7485
4.250 0.7425
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 0.7601 0.7620
PP 0.7599 0.7612
S1 0.7598 0.7604

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

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