CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 0.7673 0.7667 -0.0006 -0.1% 0.7682
High 0.7704 0.7667 -0.0037 -0.5% 0.7724
Low 0.7664 0.7635 -0.0029 -0.4% 0.7635
Close 0.7664 0.7646 -0.0018 -0.2% 0.7646
Range 0.0040 0.0032 -0.0008 -20.0% 0.0089
ATR 0.0038 0.0037 0.0000 -1.1% 0.0000
Volume 3 1 -2 -66.7% 55
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7745 0.7728 0.7664
R3 0.7713 0.7696 0.7655
R2 0.7681 0.7681 0.7652
R1 0.7664 0.7664 0.7649 0.7657
PP 0.7649 0.7649 0.7649 0.7646
S1 0.7632 0.7632 0.7643 0.7625
S2 0.7617 0.7617 0.7640
S3 0.7585 0.7600 0.7637
S4 0.7553 0.7568 0.7628
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7935 0.7880 0.7695
R3 0.7846 0.7791 0.7670
R2 0.7757 0.7757 0.7662
R1 0.7702 0.7702 0.7654 0.7685
PP 0.7668 0.7668 0.7668 0.7660
S1 0.7613 0.7613 0.7638 0.7596
S2 0.7579 0.7579 0.7630
S3 0.7490 0.7524 0.7622
S4 0.7401 0.7435 0.7597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7724 0.7635 0.0089 1.2% 0.0031 0.4% 12% False True 11
10 0.7838 0.7635 0.0203 2.7% 0.0036 0.5% 5% False True 9
20 0.8092 0.7635 0.0457 6.0% 0.0027 0.4% 2% False True 15
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7803
2.618 0.7751
1.618 0.7719
1.000 0.7699
0.618 0.7687
HIGH 0.7667
0.618 0.7655
0.500 0.7651
0.382 0.7647
LOW 0.7635
0.618 0.7615
1.000 0.7603
1.618 0.7583
2.618 0.7551
4.250 0.7499
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 0.7651 0.7674
PP 0.7649 0.7665
S1 0.7648 0.7655

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

View Archives - Comment on this page... - Back to Index of Symbols