CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 0.7900 0.7890 -0.0010 -0.1% 0.8051
High 0.7952 0.7899 -0.0053 -0.7% 0.8061
Low 0.7900 0.7884 -0.0016 -0.2% 0.7900
Close 0.7943 0.7884 -0.0059 -0.7% 0.7943
Range 0.0052 0.0015 -0.0037 -71.2% 0.0161
ATR 0.0034 0.0036 0.0002 5.3% 0.0000
Volume 21 45 24 114.3% 93
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7934 0.7924 0.7892
R3 0.7919 0.7909 0.7888
R2 0.7904 0.7904 0.7887
R1 0.7894 0.7894 0.7885 0.7892
PP 0.7889 0.7889 0.7889 0.7888
S1 0.7879 0.7879 0.7883 0.7877
S2 0.7874 0.7874 0.7881
S3 0.7859 0.7864 0.7880
S4 0.7844 0.7849 0.7876
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8451 0.8358 0.8032
R3 0.8290 0.8197 0.7987
R2 0.8129 0.8129 0.7973
R1 0.8036 0.8036 0.7958 0.8002
PP 0.7968 0.7968 0.7968 0.7951
S1 0.7875 0.7875 0.7928 0.7841
S2 0.7807 0.7807 0.7913
S3 0.7646 0.7714 0.7899
S4 0.7485 0.7553 0.7854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8061 0.7884 0.0177 2.2% 0.0025 0.3% 0% False True 27
10 0.8094 0.7884 0.0210 2.7% 0.0017 0.2% 0% False True 14
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7963
2.618 0.7938
1.618 0.7923
1.000 0.7914
0.618 0.7908
HIGH 0.7899
0.618 0.7893
0.500 0.7892
0.382 0.7890
LOW 0.7884
0.618 0.7875
1.000 0.7869
1.618 0.7860
2.618 0.7845
4.250 0.7820
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 0.7892 0.7922
PP 0.7889 0.7909
S1 0.7887 0.7897

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

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