CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 0.7890 0.7850 -0.0040 -0.5% 0.8051
High 0.7899 0.7850 -0.0049 -0.6% 0.8061
Low 0.7884 0.7817 -0.0067 -0.8% 0.7900
Close 0.7884 0.7841 -0.0043 -0.5% 0.7943
Range 0.0015 0.0033 0.0018 120.0% 0.0161
ATR 0.0036 0.0038 0.0002 6.3% 0.0000
Volume 45 47 2 4.4% 93
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7935 0.7921 0.7859
R3 0.7902 0.7888 0.7850
R2 0.7869 0.7869 0.7847
R1 0.7855 0.7855 0.7844 0.7846
PP 0.7836 0.7836 0.7836 0.7831
S1 0.7822 0.7822 0.7838 0.7813
S2 0.7803 0.7803 0.7835
S3 0.7770 0.7789 0.7832
S4 0.7737 0.7756 0.7823
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 0.7998 0.7817 0.0181 2.3% 0.0029 0.4% 13% False True 36
10 0.8094 0.7817 0.0277 3.5% 0.0020 0.3% 9% False True 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7936
1.618 0.7903
1.000 0.7883
0.618 0.7870
HIGH 0.7850
0.618 0.7837
0.500 0.7834
0.382 0.7830
LOW 0.7817
0.618 0.7797
1.000 0.7784
1.618 0.7764
2.618 0.7731
4.250 0.7677
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 0.7839 0.7885
PP 0.7836 0.7870
S1 0.7834 0.7856

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

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