CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 0.7533 0.7540 0.0007 0.1% 0.7520
High 0.7584 0.7542 -0.0042 -0.6% 0.7599
Low 0.7523 0.7513 -0.0010 -0.1% 0.7513
Close 0.7567 0.7538 -0.0029 -0.4% 0.7538
Range 0.0061 0.0029 -0.0032 -52.5% 0.0086
ATR 0.0067 0.0066 -0.0001 -1.4% 0.0000
Volume 143 198 55 38.5% 1,506
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7618 0.7607 0.7554
R3 0.7589 0.7578 0.7546
R2 0.7560 0.7560 0.7543
R1 0.7549 0.7549 0.7541 0.7540
PP 0.7531 0.7531 0.7531 0.7527
S1 0.7520 0.7520 0.7535 0.7511
S2 0.7502 0.7502 0.7533
S3 0.7473 0.7491 0.7530
S4 0.7444 0.7462 0.7522
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7808 0.7759 0.7585
R3 0.7722 0.7673 0.7562
R2 0.7636 0.7636 0.7554
R1 0.7587 0.7587 0.7546 0.7612
PP 0.7550 0.7550 0.7550 0.7562
S1 0.7501 0.7501 0.7530 0.7526
S2 0.7464 0.7464 0.7522
S3 0.7378 0.7415 0.7514
S4 0.7292 0.7329 0.7491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7599 0.7513 0.0086 1.1% 0.0055 0.7% 29% False True 336
10 0.7616 0.7507 0.0109 1.4% 0.0067 0.9% 28% False False 220
20 0.7676 0.7490 0.0186 2.5% 0.0065 0.9% 26% False False 146
40 0.7760 0.7490 0.0270 3.6% 0.0054 0.7% 18% False False 81
60 0.8149 0.7490 0.0659 8.7% 0.0043 0.6% 7% False False 58
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 0.0018
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7665
2.618 0.7618
1.618 0.7589
1.000 0.7571
0.618 0.7560
HIGH 0.7542
0.618 0.7531
0.500 0.7528
0.382 0.7524
LOW 0.7513
0.618 0.7495
1.000 0.7484
1.618 0.7466
2.618 0.7437
4.250 0.7390
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 0.7535 0.7556
PP 0.7531 0.7550
S1 0.7528 0.7544

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

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