CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	0.7590	0.7596	0.0006	0.1%	0.7743
High	0.7619	0.7598	-0.0021	-0.3%	0.7747
Low	0.7582	0.7531	-0.0051	-0.7%	0.7573
Close	0.7596	0.7534	-0.0062	-0.8%	0.7583
Range	0.0037	0.0067	0.0030	81.1%	0.0174
ATR	0.0067	0.0067	0.0000	0.0%	0.0000
Volume	36,884	58,483	21,599	58.6%	308,294

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7755	0.7712	0.7571
R3	0.7688	0.7645	0.7552
R2	0.7621	0.7621	0.7546
R1	0.7578	0.7578	0.7540	0.7566
PP	0.7554	0.7554	0.7554	0.7549
S1	0.7511	0.7511	0.7528	0.7499
S2	0.7487	0.7487	0.7522
S3	0.7420	0.7444	0.7516
S4	0.7353	0.7377	0.7497

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	0.7708	0.7531	0.0177	2.3%	0.0069	0.9%	2%	False	True	59,842
10	0.7791	0.7531	0.0260	3.5%	0.0068	0.9%	1%	False	True	56,752
20	0.7791	0.7443	0.0348	4.6%	0.0067	0.9%	26%	False	False	57,102
40	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	29%	False	False	52,464
60	0.7791	0.7428	0.0363	4.8%	0.0068	0.9%	29%	False	False	35,294
80	0.7892	0.7428	0.0464	6.2%	0.0065	0.9%	23%	False	False	26,566
100	0.8216	0.7428	0.0788	10.5%	0.0063	0.8%	13%	False	False	21,286
120	0.8364	0.7428	0.0936	12.4%	0.0061	0.8%	11%	False	False	17,758

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7883
2.618	0.7773
1.618	0.7706
1.000	0.7665
0.618	0.7639
HIGH	0.7598
0.618	0.7572
0.500	0.7565
0.382	0.7557
LOW	0.7531
0.618	0.7490
1.000	0.7464
1.618	0.7423
2.618	0.7356
4.250	0.7246

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	0.7565	0.7599
PP	0.7554	0.7577
S1	0.7544	0.7556

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