CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 0.7588 0.7633 0.0045 0.6% 0.7534
High 0.7643 0.7680 0.0037 0.5% 0.7680
Low 0.7572 0.7556 -0.0016 -0.2% 0.7530
Close 0.7642 0.7587 -0.0055 -0.7% 0.7587
Range 0.0071 0.0124 0.0053 74.7% 0.0150
ATR 0.0060 0.0065 0.0005 7.6% 0.0000
Volume 183 52 -131 -71.6% 390
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7980 0.7907 0.7655
R3 0.7856 0.7783 0.7621
R2 0.7732 0.7732 0.7610
R1 0.7659 0.7659 0.7598 0.7634
PP 0.7608 0.7608 0.7608 0.7595
S1 0.7535 0.7535 0.7576 0.7510
S2 0.7484 0.7484 0.7564
S3 0.7360 0.7411 0.7553
S4 0.7236 0.7287 0.7519
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8049 0.7968 0.7670
R3 0.7899 0.7818 0.7628
R2 0.7749 0.7749 0.7615
R1 0.7668 0.7668 0.7601 0.7709
PP 0.7599 0.7599 0.7599 0.7619
S1 0.7518 0.7518 0.7573 0.7559
S2 0.7449 0.7449 0.7560
S3 0.7299 0.7368 0.7546
S4 0.7149 0.7218 0.7505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7530 0.0150 2.0% 0.0059 0.8% 38% True False 78
10 0.7680 0.7513 0.0167 2.2% 0.0057 0.7% 44% True False 207
20 0.7680 0.7490 0.0190 2.5% 0.0067 0.9% 51% True False 145
40 0.7760 0.7490 0.0270 3.6% 0.0058 0.8% 36% False False 90
60 0.8094 0.7490 0.0604 8.0% 0.0047 0.6% 16% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 0.8207
2.618 0.8005
1.618 0.7881
1.000 0.7804
0.618 0.7757
HIGH 0.7680
0.618 0.7633
0.500 0.7618
0.382 0.7603
LOW 0.7556
0.618 0.7479
1.000 0.7432
1.618 0.7355
2.618 0.7231
4.250 0.7029
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 0.7618 0.7613
PP 0.7608 0.7604
S1 0.7597 0.7596

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

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