CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	0.7536	0.7577	0.0041	0.5%	0.7743
High	0.7637	0.7612	-0.0025	-0.3%	0.7747
Low	0.7527	0.7551	0.0024	0.3%	0.7573
Close	0.7565	0.7598	0.0033	0.4%	0.7583
Range	0.0110	0.0061	-0.0049	-44.5%	0.0174
ATR	0.0070	0.0069	-0.0001	-0.9%	0.0000
Volume	72,601	58,837	-13,764	-19.0%	308,294

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7770	0.7745	0.7632
R3	0.7709	0.7684	0.7615
R2	0.7648	0.7648	0.7609
R1	0.7623	0.7623	0.7604	0.7636
PP	0.7587	0.7587	0.7587	0.7593
S1	0.7562	0.7562	0.7592	0.7575
S2	0.7526	0.7526	0.7587
S3	0.7465	0.7501	0.7581
S4	0.7404	0.7440	0.7564

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	0.7666	0.7527	0.0139	1.8%	0.0074	1.0%	51%	False	False	60,489
10	0.7779	0.7527	0.0252	3.3%	0.0071	0.9%	28%	False	False	58,122
20	0.7791	0.7527	0.0264	3.5%	0.0069	0.9%	27%	False	False	56,811
40	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	47%	False	False	55,547
60	0.7791	0.7428	0.0363	4.8%	0.0070	0.9%	47%	False	False	37,476
80	0.7885	0.7428	0.0457	6.0%	0.0066	0.9%	37%	False	False	28,200
100	0.8216	0.7428	0.0788	10.4%	0.0064	0.8%	22%	False	False	22,598
120	0.8364	0.7428	0.0936	12.3%	0.0062	0.8%	18%	False	False	18,853

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7871
2.618	0.7772
1.618	0.7711
1.000	0.7673
0.618	0.7650
HIGH	0.7612
0.618	0.7589
0.500	0.7582
0.382	0.7574
LOW	0.7551
0.618	0.7513
1.000	0.7490
1.618	0.7452
2.618	0.7391
4.250	0.7292

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	0.7593	0.7593
PP	0.7587	0.7587
S1	0.7582	0.7582

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