CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 0.7550 0.7552 0.0002 0.0% 0.7520
High 0.7553 0.7595 0.0042 0.6% 0.7599
Low 0.7531 0.7545 0.0014 0.2% 0.7513
Close 0.7546 0.7589 0.0043 0.6% 0.7538
Range 0.0022 0.0050 0.0028 127.3% 0.0086
ATR 0.0060 0.0059 -0.0001 -1.2% 0.0000
Volume 26 54 28 107.7% 1,506
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7726 0.7708 0.7617
R3 0.7676 0.7658 0.7603
R2 0.7626 0.7626 0.7598
R1 0.7608 0.7608 0.7594 0.7617
PP 0.7576 0.7576 0.7576 0.7581
S1 0.7558 0.7558 0.7584 0.7567
S2 0.7526 0.7526 0.7580
S3 0.7476 0.7508 0.7575
S4 0.7426 0.7458 0.7562
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 0.7595 0.7513 0.0082 1.1% 0.0038 0.5% 93% True False 99
10 0.7610 0.7507 0.0103 1.4% 0.0052 0.7% 80% False False 203
20 0.7667 0.7490 0.0177 2.3% 0.0064 0.8% 56% False False 148
40 0.7760 0.7490 0.0270 3.6% 0.0055 0.7% 37% False False 85
60 0.8094 0.7490 0.0604 8.0% 0.0045 0.6% 16% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7808
2.618 0.7726
1.618 0.7676
1.000 0.7645
0.618 0.7626
HIGH 0.7595
0.618 0.7576
0.500 0.7570
0.382 0.7564
LOW 0.7545
0.618 0.7514
1.000 0.7495
1.618 0.7464
2.618 0.7414
4.250 0.7333
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 0.7583 0.7580
PP 0.7576 0.7571
S1 0.7570 0.7563

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

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