CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 0.7481 0.7517 0.0036 0.5% 0.7507
High 0.7527 0.7529 0.0002 0.0% 0.7547
Low 0.7475 0.7496 0.0021 0.3% 0.7476
Close 0.7523 0.7521 -0.0002 0.0% 0.7494
Range 0.0052 0.0033 -0.0019 -36.5% 0.0071
ATR 0.0055 0.0053 -0.0002 -2.8% 0.0000
Volume 57,486 42,576 -14,910 -25.9% 287,110
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7614 0.7601 0.7539
R3 0.7581 0.7568 0.7530
R2 0.7548 0.7548 0.7527
R1 0.7535 0.7535 0.7524 0.7542
PP 0.7515 0.7515 0.7515 0.7519
S1 0.7502 0.7502 0.7518 0.7509
S2 0.7482 0.7482 0.7515
S3 0.7449 0.7469 0.7512
S4 0.7416 0.7436 0.7503
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% 0.0046 0.6% 75% False False 59,355
10 0.7559 0.7441 0.0118 1.6% 0.0045 0.6% 68% False False 57,358
20 0.7668 0.7441 0.0227 3.0% 0.0050 0.7% 35% False False 53,787
40 0.7791 0.7441 0.0350 4.7% 0.0059 0.8% 23% False False 55,670
60 0.7791 0.7428 0.0363 4.8% 0.0060 0.8% 26% False False 54,076
80 0.7791 0.7428 0.0363 4.8% 0.0065 0.9% 26% False False 40,820
100 0.7885 0.7428 0.0457 6.1% 0.0062 0.8% 20% False False 32,733
120 0.8216 0.7428 0.0788 10.5% 0.0062 0.8% 12% False False 27,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7615
1.618 0.7582
1.000 0.7562
0.618 0.7549
HIGH 0.7529
0.618 0.7516
0.500 0.7513
0.382 0.7509
LOW 0.7496
0.618 0.7476
1.000 0.7463
1.618 0.7443
2.618 0.7410
4.250 0.7356
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 0.7518 0.7509
PP 0.7515 0.7497
S1 0.7513 0.7485

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

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