CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 0.7633 0.7558 -0.0075 -1.0% 0.7534
High 0.7680 0.7585 -0.0095 -1.2% 0.7680
Low 0.7556 0.7536 -0.0020 -0.3% 0.7530
Close 0.7587 0.7555 -0.0032 -0.4% 0.7587
Range 0.0124 0.0049 -0.0075 -60.5% 0.0150
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 52 172 120 230.8% 390
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7706 0.7679 0.7582
R3 0.7657 0.7630 0.7568
R2 0.7608 0.7608 0.7564
R1 0.7581 0.7581 0.7559 0.7570
PP 0.7559 0.7559 0.7559 0.7553
S1 0.7532 0.7532 0.7551 0.7521
S2 0.7510 0.7510 0.7546
S3 0.7461 0.7483 0.7542
S4 0.7412 0.7434 0.7528
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 0.7531 0.0149 2.0% 0.0063 0.8% 16% False False 97
10 0.7680 0.7513 0.0167 2.2% 0.0056 0.7% 25% False False 206
20 0.7680 0.7490 0.0190 2.5% 0.0066 0.9% 34% False False 150
40 0.7760 0.7490 0.0270 3.6% 0.0058 0.8% 24% False False 94
60 0.8092 0.7490 0.0602 8.0% 0.0048 0.6% 11% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7793
2.618 0.7713
1.618 0.7664
1.000 0.7634
0.618 0.7615
HIGH 0.7585
0.618 0.7566
0.500 0.7561
0.382 0.7555
LOW 0.7536
0.618 0.7506
1.000 0.7487
1.618 0.7457
2.618 0.7408
4.250 0.7328
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 0.7561 0.7608
PP 0.7559 0.7590
S1 0.7557 0.7573

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

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