CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 0.7590 0.7648 0.0058 0.8% 0.7590
High 0.7657 0.7652 -0.0005 -0.1% 0.7657
Low 0.7577 0.7622 0.0045 0.6% 0.7527
Close 0.7645 0.7633 -0.0012 -0.2% 0.7645
Range 0.0080 0.0030 -0.0050 -62.5% 0.0130
ATR 0.0070 0.0067 -0.0003 -4.1% 0.0000
Volume 68,905 36,119 -32,786 -47.6% 295,710
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7726 0.7709 0.7650
R3 0.7696 0.7679 0.7641
R2 0.7666 0.7666 0.7639
R1 0.7649 0.7649 0.7636 0.7643
PP 0.7636 0.7636 0.7636 0.7632
S1 0.7619 0.7619 0.7630 0.7613
S2 0.7606 0.7606 0.7628
S3 0.7576 0.7589 0.7625
S4 0.7546 0.7559 0.7617
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8000 0.7952 0.7717
R3 0.7870 0.7822 0.7681
R2 0.7740 0.7740 0.7669
R1 0.7692 0.7692 0.7657 0.7716
PP 0.7610 0.7610 0.7610 0.7622
S1 0.7562 0.7562 0.7633 0.7586
S2 0.7480 0.7480 0.7621
S3 0.7350 0.7432 0.7609
S4 0.7220 0.7302 0.7574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7657 0.7527 0.0130 1.7% 0.0070 0.9% 82% False False 58,989
10 0.7728 0.7527 0.0201 2.6% 0.0069 0.9% 53% False False 59,391
20 0.7791 0.7527 0.0264 3.5% 0.0068 0.9% 40% False False 56,728
40 0.7791 0.7428 0.0363 4.8% 0.0064 0.8% 56% False False 57,859
60 0.7791 0.7428 0.0363 4.8% 0.0069 0.9% 56% False False 39,206
80 0.7868 0.7428 0.0440 5.8% 0.0066 0.9% 47% False False 29,504
100 0.8216 0.7428 0.0788 10.3% 0.0064 0.8% 26% False False 23,642
120 0.8349 0.7428 0.0921 12.1% 0.0062 0.8% 22% False False 19,727
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 0.0014
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.7780
2.618 0.7731
1.618 0.7701
1.000 0.7682
0.618 0.7671
HIGH 0.7652
0.618 0.7641
0.500 0.7637
0.382 0.7633
LOW 0.7622
0.618 0.7603
1.000 0.7592
1.618 0.7573
2.618 0.7543
4.250 0.7495
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 0.7637 0.7623
PP 0.7636 0.7614
S1 0.7634 0.7604

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

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