CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 0.7539 0.7521 -0.0018 -0.2% 0.7516
High 0.7559 0.7535 -0.0024 -0.3% 0.7559
Low 0.7493 0.7489 -0.0004 -0.1% 0.7489
Close 0.7524 0.7513 -0.0011 -0.1% 0.7513
Range 0.0066 0.0046 -0.0020 -30.3% 0.0070
ATR 0.0061 0.0060 -0.0001 -1.8% 0.0000
Volume 65,244 53,164 -12,080 -18.5% 238,429
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7650 0.7628 0.7538
R3 0.7604 0.7582 0.7526
R2 0.7558 0.7558 0.7521
R1 0.7536 0.7536 0.7517 0.7524
PP 0.7512 0.7512 0.7512 0.7507
S1 0.7490 0.7490 0.7509 0.7478
S2 0.7466 0.7466 0.7505
S3 0.7420 0.7444 0.7500
S4 0.7374 0.7398 0.7488
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7730 0.7692 0.7552
R3 0.7660 0.7622 0.7532
R2 0.7590 0.7590 0.7526
R1 0.7552 0.7552 0.7519 0.7536
PP 0.7520 0.7520 0.7520 0.7513
S1 0.7482 0.7482 0.7507 0.7466
S2 0.7450 0.7450 0.7500
S3 0.7380 0.7412 0.7494
S4 0.7310 0.7342 0.7475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7559 0.7489 0.0070 0.9% 0.0042 0.6% 34% False True 47,685
10 0.7668 0.7489 0.0179 2.4% 0.0052 0.7% 13% False True 49,284
20 0.7747 0.7489 0.0258 3.4% 0.0063 0.8% 9% False True 54,842
40 0.7791 0.7428 0.0363 4.8% 0.0062 0.8% 23% False False 55,702
60 0.7791 0.7428 0.0363 4.8% 0.0067 0.9% 23% False False 46,734
80 0.7791 0.7428 0.0363 4.8% 0.0066 0.9% 23% False False 35,166
100 0.8107 0.7428 0.0679 9.0% 0.0064 0.9% 13% False False 28,200
120 0.8216 0.7428 0.0788 10.5% 0.0063 0.8% 11% False False 23,526
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7731
2.618 0.7655
1.618 0.7609
1.000 0.7581
0.618 0.7563
HIGH 0.7535
0.618 0.7517
0.500 0.7512
0.382 0.7507
LOW 0.7489
0.618 0.7461
1.000 0.7443
1.618 0.7415
2.618 0.7369
4.250 0.7294
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 0.7513 0.7524
PP 0.7512 0.7520
S1 0.7512 0.7517

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

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