CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 0.7564 0.7558 -0.0006 -0.1% 0.7565
High 0.7616 0.7572 -0.0044 -0.6% 0.7630
Low 0.7548 0.7507 -0.0041 -0.5% 0.7490
Close 0.7571 0.7528 -0.0043 -0.6% 0.7565
Range 0.0068 0.0065 -0.0003 -4.4% 0.0140
ATR 0.0068 0.0067 0.0000 -0.3% 0.0000
Volume 105 71 -34 -32.4% 299
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7731 0.7694 0.7564
R3 0.7666 0.7629 0.7546
R2 0.7601 0.7601 0.7540
R1 0.7564 0.7564 0.7534 0.7550
PP 0.7536 0.7536 0.7536 0.7529
S1 0.7499 0.7499 0.7522 0.7485
S2 0.7471 0.7471 0.7516
S3 0.7406 0.7434 0.7510
S4 0.7341 0.7369 0.7492
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7982 0.7913 0.7642
R3 0.7842 0.7773 0.7604
R2 0.7702 0.7702 0.7591
R1 0.7633 0.7633 0.7578 0.7635
PP 0.7562 0.7562 0.7562 0.7563
S1 0.7493 0.7493 0.7552 0.7495
S2 0.7422 0.7422 0.7539
S3 0.7282 0.7353 0.7527
S4 0.7142 0.7213 0.7488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7616 0.7507 0.0109 1.4% 0.0071 0.9% 19% False True 87
10 0.7652 0.7490 0.0162 2.2% 0.0074 1.0% 23% False False 78
20 0.7715 0.7490 0.0225 3.0% 0.0067 0.9% 17% False False 61
40 0.7864 0.7490 0.0374 5.0% 0.0050 0.7% 10% False False 37
60 0.8153 0.7490 0.0663 8.8% 0.0037 0.5% 6% False False 29
Crabel Price Patterns
NR True
NR4 True
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 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7848
2.618 0.7742
1.618 0.7677
1.000 0.7637
0.618 0.7612
HIGH 0.7572
0.618 0.7547
0.500 0.7540
0.382 0.7532
LOW 0.7507
0.618 0.7467
1.000 0.7442
1.618 0.7402
2.618 0.7337
4.250 0.7231
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 0.7540 0.7562
PP 0.7536 0.7550
S1 0.7532 0.7539

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

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