CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 0.7558 0.7575 0.0017 0.2% 0.7565
High 0.7572 0.7610 0.0038 0.5% 0.7630
Low 0.7507 0.7526 0.0019 0.3% 0.7490
Close 0.7528 0.7576 0.0048 0.6% 0.7565
Range 0.0065 0.0084 0.0019 29.2% 0.0140
ATR 0.0067 0.0069 0.0001 1.8% 0.0000
Volume 71 125 54 76.1% 299
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7823 0.7783 0.7622
R3 0.7739 0.7699 0.7599
R2 0.7655 0.7655 0.7591
R1 0.7615 0.7615 0.7584 0.7635
PP 0.7571 0.7571 0.7571 0.7581
S1 0.7531 0.7531 0.7568 0.7551
S2 0.7487 0.7487 0.7561
S3 0.7403 0.7447 0.7553
S4 0.7319 0.7363 0.7530
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% 0.0079 1.0% 63% False False 104
10 0.7648 0.7490 0.0158 2.1% 0.0077 1.0% 54% False False 83
20 0.7715 0.7490 0.0225 3.0% 0.0069 0.9% 38% False False 67
40 0.7864 0.7490 0.0374 4.9% 0.0052 0.7% 23% False False 40
60 0.8153 0.7490 0.0663 8.8% 0.0038 0.5% 13% False False 31
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7967
2.618 0.7830
1.618 0.7746
1.000 0.7694
0.618 0.7662
HIGH 0.7610
0.618 0.7578
0.500 0.7568
0.382 0.7558
LOW 0.7526
0.618 0.7474
1.000 0.7442
1.618 0.7390
2.618 0.7306
4.250 0.7169
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 0.7573 0.7571
PP 0.7571 0.7566
S1 0.7568 0.7562

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

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