CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 0.7525 0.7529 0.0004 0.1% 0.7648
High 0.7548 0.7555 0.0007 0.1% 0.7668
Low 0.7517 0.7525 0.0008 0.1% 0.7505
Close 0.7531 0.7528 -0.0003 0.0% 0.7517
Range 0.0031 0.0030 -0.0001 -3.2% 0.0163
ATR 0.0063 0.0061 -0.0002 -3.8% 0.0000
Volume 42,719 33,634 -9,085 -21.3% 254,414
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7626 0.7607 0.7545
R3 0.7596 0.7577 0.7536
R2 0.7566 0.7566 0.7534
R1 0.7547 0.7547 0.7531 0.7542
PP 0.7536 0.7536 0.7536 0.7533
S1 0.7517 0.7517 0.7525 0.7512
S2 0.7506 0.7506 0.7523
S3 0.7476 0.7487 0.7520
S4 0.7446 0.7457 0.7512
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8052 0.7948 0.7607
R3 0.7889 0.7785 0.7562
R2 0.7726 0.7726 0.7547
R1 0.7622 0.7622 0.7532 0.7593
PP 0.7563 0.7563 0.7563 0.7549
S1 0.7459 0.7459 0.7502 0.7430
S2 0.7400 0.7400 0.7487
S3 0.7237 0.7296 0.7472
S4 0.7074 0.7133 0.7427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7607 0.7505 0.0102 1.4% 0.0043 0.6% 23% False False 46,244
10 0.7668 0.7505 0.0163 2.2% 0.0055 0.7% 14% False False 50,217
20 0.7791 0.7505 0.0286 3.8% 0.0063 0.8% 8% False False 54,627
40 0.7791 0.7428 0.0363 4.8% 0.0064 0.9% 28% False False 56,810
60 0.7791 0.7428 0.0363 4.8% 0.0067 0.9% 28% False False 44,794
80 0.7791 0.7428 0.0363 4.8% 0.0066 0.9% 28% False False 33,694
100 0.8125 0.7428 0.0697 9.3% 0.0064 0.9% 14% False False 27,017
120 0.8216 0.7428 0.0788 10.5% 0.0063 0.8% 13% False False 22,545
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7683
2.618 0.7634
1.618 0.7604
1.000 0.7585
0.618 0.7574
HIGH 0.7555
0.618 0.7544
0.500 0.7540
0.382 0.7536
LOW 0.7525
0.618 0.7506
1.000 0.7495
1.618 0.7476
2.618 0.7446
4.250 0.7398
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 0.7540 0.7533
PP 0.7536 0.7531
S1 0.7532 0.7530

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

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