CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 0.8085 0.8094 0.0009 0.1% 0.8090
High 0.8085 0.8094 0.0009 0.1% 0.8153
Low 0.8045 0.8094 0.0049 0.6% 0.8090
Close 0.8045 0.8094 0.0049 0.6% 0.8130
Range 0.0040 0.0000 -0.0040 -100.0% 0.0063
ATR
Volume 1 0 -1 -100.0% 2
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8094 0.8094 0.8094
R3 0.8094 0.8094 0.8094
R2 0.8094 0.8094 0.8094
R1 0.8094 0.8094 0.8094 0.8094
PP 0.8094 0.8094 0.8094 0.8094
S1 0.8094 0.8094 0.8094 0.8094
S2 0.8094 0.8094 0.8094
S3 0.8094 0.8094 0.8094
S4 0.8094 0.8094 0.8094
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8313 0.8285 0.8165
R3 0.8250 0.8222 0.8147
R2 0.8187 0.8187 0.8142
R1 0.8159 0.8159 0.8136 0.8173
PP 0.8124 0.8124 0.8124 0.8132
S1 0.8096 0.8096 0.8124 0.8110
S2 0.8061 0.8061 0.8118
S3 0.7998 0.8033 0.8113
S4 0.7935 0.7970 0.8095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8130 0.8045 0.0085 1.1% 0.0008 0.1% 58% False False
10 0.8153 0.8045 0.0108 1.3% 0.0004 0.1% 45% False False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8094
2.618 0.8094
1.618 0.8094
1.000 0.8094
0.618 0.8094
HIGH 0.8094
0.618 0.8094
0.500 0.8094
0.382 0.8094
LOW 0.8094
0.618 0.8094
1.000 0.8094
1.618 0.8094
2.618 0.8094
4.250 0.8094
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 0.8094 0.8086
PP 0.8094 0.8078
S1 0.8094 0.8070

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

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