CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 0.7574 0.7533 -0.0041 -0.5% 0.7556
High 0.7599 0.7584 -0.0015 -0.2% 0.7616
Low 0.7540 0.7523 -0.0017 -0.2% 0.7507
Close 0.7549 0.7567 0.0018 0.2% 0.7543
Range 0.0059 0.0061 0.0002 3.4% 0.0109
ATR 0.0067 0.0067 0.0000 -0.7% 0.0000
Volume 250 143 -107 -42.8% 643
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7741 0.7715 0.7601
R3 0.7680 0.7654 0.7584
R2 0.7619 0.7619 0.7578
R1 0.7593 0.7593 0.7573 0.7606
PP 0.7558 0.7558 0.7558 0.7565
S1 0.7532 0.7532 0.7561 0.7545
S2 0.7497 0.7497 0.7556
S3 0.7436 0.7471 0.7550
S4 0.7375 0.7410 0.7533
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 0.7515 0.0095 1.3% 0.0066 0.9% 55% False False 322
10 0.7616 0.7507 0.0109 1.4% 0.0069 0.9% 55% False False 204
20 0.7705 0.7490 0.0215 2.8% 0.0067 0.9% 36% False False 136
40 0.7760 0.7490 0.0270 3.6% 0.0053 0.7% 29% False False 77
60 0.8153 0.7490 0.0663 8.8% 0.0042 0.6% 12% False False 55
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7744
1.618 0.7683
1.000 0.7645
0.618 0.7622
HIGH 0.7584
0.618 0.7561
0.500 0.7554
0.382 0.7546
LOW 0.7523
0.618 0.7485
1.000 0.7462
1.618 0.7424
2.618 0.7363
4.250 0.7264
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 0.7563 0.7564
PP 0.7558 0.7560
S1 0.7554 0.7557

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

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