CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 0.7513 0.7559 0.0046 0.6% 0.7638
High 0.7545 0.7583 0.0038 0.5% 0.7667
Low 0.7493 0.7537 0.0044 0.6% 0.7582
Close 0.7494 0.7558 0.0064 0.9% 0.7589
Range 0.0052 0.0046 -0.0006 -11.5% 0.0085
ATR 0.0062 0.0064 0.0002 3.1% 0.0000
Volume 84 38 -46 -54.8% 470
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7697 0.7674 0.7583
R3 0.7651 0.7628 0.7571
R2 0.7605 0.7605 0.7566
R1 0.7582 0.7582 0.7562 0.7571
PP 0.7559 0.7559 0.7559 0.7554
S1 0.7536 0.7536 0.7554 0.7525
S2 0.7513 0.7513 0.7550
S3 0.7467 0.7490 0.7545
S4 0.7421 0.7444 0.7533
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7868 0.7813 0.7636
R3 0.7783 0.7728 0.7612
R2 0.7698 0.7698 0.7605
R1 0.7643 0.7643 0.7597 0.7628
PP 0.7613 0.7613 0.7613 0.7605
S1 0.7558 0.7558 0.7581 0.7543
S2 0.7528 0.7528 0.7573
S3 0.7443 0.7473 0.7566
S4 0.7358 0.7388 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7648 0.7490 0.0158 2.1% 0.0075 1.0% 43% False False 63
10 0.7676 0.7490 0.0186 2.5% 0.0063 0.8% 37% False False 71
20 0.7715 0.7490 0.0225 3.0% 0.0062 0.8% 30% False False 45
40 0.7952 0.7490 0.0462 6.1% 0.0045 0.6% 15% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7778
2.618 0.7703
1.618 0.7657
1.000 0.7629
0.618 0.7611
HIGH 0.7583
0.618 0.7565
0.500 0.7560
0.382 0.7555
LOW 0.7537
0.618 0.7509
1.000 0.7491
1.618 0.7463
2.618 0.7417
4.250 0.7342
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 0.7560 0.7553
PP 0.7559 0.7549
S1 0.7559 0.7544

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

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