CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 0.7520 0.7574 0.0054 0.7% 0.7556
High 0.7580 0.7599 0.0019 0.3% 0.7616
Low 0.7515 0.7540 0.0025 0.3% 0.7507
Close 0.7564 0.7549 -0.0015 -0.2% 0.7543
Range 0.0065 0.0059 -0.0006 -9.2% 0.0109
ATR 0.0068 0.0067 -0.0001 -0.9% 0.0000
Volume 915 250 -665 -72.7% 643
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7740 0.7703 0.7581
R3 0.7681 0.7644 0.7565
R2 0.7622 0.7622 0.7560
R1 0.7585 0.7585 0.7554 0.7574
PP 0.7563 0.7563 0.7563 0.7557
S1 0.7526 0.7526 0.7544 0.7515
S2 0.7504 0.7504 0.7538
S3 0.7445 0.7467 0.7533
S4 0.7386 0.7408 0.7517
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7882 0.7822 0.7603
R3 0.7773 0.7713 0.7573
R2 0.7664 0.7664 0.7563
R1 0.7604 0.7604 0.7553 0.7580
PP 0.7555 0.7555 0.7555 0.7543
S1 0.7495 0.7495 0.7533 0.7471
S2 0.7446 0.7446 0.7523
S3 0.7337 0.7386 0.7513
S4 0.7228 0.7277 0.7483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7610 0.7507 0.0103 1.4% 0.0067 0.9% 41% False False 307
10 0.7616 0.7493 0.0123 1.6% 0.0068 0.9% 46% False False 198
20 0.7715 0.7490 0.0225 3.0% 0.0069 0.9% 26% False False 132
40 0.7835 0.7490 0.0345 4.6% 0.0055 0.7% 17% False False 73
60 0.8153 0.7490 0.0663 8.8% 0.0041 0.5% 9% False False 53
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 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7753
1.618 0.7694
1.000 0.7658
0.618 0.7635
HIGH 0.7599
0.618 0.7576
0.500 0.7570
0.382 0.7563
LOW 0.7540
0.618 0.7504
1.000 0.7481
1.618 0.7445
2.618 0.7386
4.250 0.7289
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 0.7570 0.7557
PP 0.7563 0.7554
S1 0.7556 0.7552

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

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