CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 0.7493 0.7484 -0.0009 -0.1% 0.7491
High 0.7514 0.7513 -0.0001 0.0% 0.7529
Low 0.7462 0.7458 -0.0004 -0.1% 0.7441
Close 0.7476 0.7482 0.0006 0.1% 0.7485
Range 0.0052 0.0055 0.0003 5.8% 0.0088
ATR 0.0053 0.0053 0.0000 0.3% 0.0000
Volume 61,083 75,252 14,169 23.2% 206,247
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7649 0.7621 0.7512
R3 0.7594 0.7566 0.7497
R2 0.7539 0.7539 0.7492
R1 0.7511 0.7511 0.7487 0.7498
PP 0.7484 0.7484 0.7484 0.7478
S1 0.7456 0.7456 0.7477 0.7443
S2 0.7429 0.7429 0.7472
S3 0.7374 0.7401 0.7467
S4 0.7319 0.7346 0.7452
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7749 0.7705 0.7533
R3 0.7661 0.7617 0.7509
R2 0.7573 0.7573 0.7501
R1 0.7529 0.7529 0.7493 0.7507
PP 0.7485 0.7485 0.7485 0.7474
S1 0.7441 0.7441 0.7477 0.7419
S2 0.7397 0.7397 0.7469
S3 0.7309 0.7353 0.7461
S4 0.7221 0.7265 0.7437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7529 0.7458 0.0071 0.9% 0.0048 0.6% 34% False True 51,461
10 0.7547 0.7441 0.0106 1.4% 0.0047 0.6% 39% False False 56,663
20 0.7663 0.7441 0.0222 3.0% 0.0048 0.6% 18% False False 53,582
40 0.7791 0.7441 0.0350 4.7% 0.0058 0.8% 12% False False 55,247
60 0.7791 0.7428 0.0363 4.9% 0.0059 0.8% 15% False False 56,694
80 0.7791 0.7428 0.0363 4.9% 0.0064 0.9% 15% False False 43,481
100 0.7850 0.7428 0.0422 5.6% 0.0063 0.8% 13% False False 34,866
120 0.8216 0.7428 0.0788 10.5% 0.0062 0.8% 7% False False 29,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7747
2.618 0.7657
1.618 0.7602
1.000 0.7568
0.618 0.7547
HIGH 0.7513
0.618 0.7492
0.500 0.7486
0.382 0.7479
LOW 0.7458
0.618 0.7424
1.000 0.7403
1.618 0.7369
2.618 0.7314
4.250 0.7224
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 0.7486 0.7486
PP 0.7484 0.7485
S1 0.7483 0.7483

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.