CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 0.7521 0.7491 -0.0030 -0.4% 0.7507
High 0.7535 0.7497 -0.0038 -0.5% 0.7547
Low 0.7485 0.7441 -0.0044 -0.6% 0.7476
Close 0.7494 0.7477 -0.0017 -0.2% 0.7494
Range 0.0050 0.0056 0.0006 12.0% 0.0071
ATR 0.0055 0.0055 0.0000 0.1% 0.0000
Volume 72,449 68,000 -4,449 -6.1% 287,110
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7640 0.7614 0.7508
R3 0.7584 0.7558 0.7492
R2 0.7528 0.7528 0.7487
R1 0.7502 0.7502 0.7482 0.7487
PP 0.7472 0.7472 0.7472 0.7464
S1 0.7446 0.7446 0.7472 0.7431
S2 0.7416 0.7416 0.7467
S3 0.7360 0.7390 0.7462
S4 0.7304 0.7334 0.7446
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7719 0.7677 0.7533
R3 0.7648 0.7606 0.7514
R2 0.7577 0.7577 0.7507
R1 0.7535 0.7535 0.7501 0.7521
PP 0.7506 0.7506 0.7506 0.7498
S1 0.7464 0.7464 0.7487 0.7450
S2 0.7435 0.7435 0.7481
S3 0.7364 0.7393 0.7474
S4 0.7293 0.7322 0.7455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7547 0.7441 0.0106 1.4% 0.0042 0.6% 34% False True 60,532
10 0.7559 0.7441 0.0118 1.6% 0.0043 0.6% 31% False True 54,987
20 0.7668 0.7441 0.0227 3.0% 0.0055 0.7% 16% False True 55,338
40 0.7791 0.7428 0.0363 4.9% 0.0060 0.8% 13% False False 56,250
60 0.7791 0.7428 0.0363 4.9% 0.0062 0.8% 13% False False 52,479
80 0.7791 0.7428 0.0363 4.9% 0.0065 0.9% 13% False False 39,577
100 0.7952 0.7428 0.0524 7.0% 0.0063 0.8% 9% False False 31,741
120 0.8216 0.7428 0.0788 10.5% 0.0062 0.8% 6% False False 26,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7735
2.618 0.7644
1.618 0.7588
1.000 0.7553
0.618 0.7532
HIGH 0.7497
0.618 0.7476
0.500 0.7469
0.382 0.7462
LOW 0.7441
0.618 0.7406
1.000 0.7385
1.618 0.7350
2.618 0.7294
4.250 0.7203
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 0.7474 0.7494
PP 0.7472 0.7488
S1 0.7469 0.7483

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

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