CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 0.7558 0.7544 -0.0014 -0.2% 0.7534
High 0.7585 0.7559 -0.0026 -0.3% 0.7680
Low 0.7536 0.7516 -0.0020 -0.3% 0.7530
Close 0.7555 0.7535 -0.0020 -0.3% 0.7587
Range 0.0049 0.0043 -0.0006 -12.2% 0.0150
ATR 0.0064 0.0062 -0.0001 -2.3% 0.0000
Volume 172 104 -68 -39.5% 390
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7666 0.7643 0.7559
R3 0.7623 0.7600 0.7547
R2 0.7580 0.7580 0.7543
R1 0.7557 0.7557 0.7539 0.7547
PP 0.7537 0.7537 0.7537 0.7532
S1 0.7514 0.7514 0.7531 0.7504
S2 0.7494 0.7494 0.7527
S3 0.7451 0.7471 0.7523
S4 0.7408 0.7428 0.7511
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 0.7516 0.0164 2.2% 0.0067 0.9% 12% False True 113
10 0.7680 0.7513 0.0167 2.2% 0.0053 0.7% 13% False False 125
20 0.7680 0.7490 0.0190 2.5% 0.0063 0.8% 24% False False 151
40 0.7760 0.7490 0.0270 3.6% 0.0059 0.8% 17% False False 94
60 0.8061 0.7490 0.0571 7.6% 0.0049 0.6% 8% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7742
2.618 0.7672
1.618 0.7629
1.000 0.7602
0.618 0.7586
HIGH 0.7559
0.618 0.7543
0.500 0.7538
0.382 0.7532
LOW 0.7516
0.618 0.7489
1.000 0.7473
1.618 0.7446
2.618 0.7403
4.250 0.7333
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 0.7538 0.7598
PP 0.7537 0.7577
S1 0.7536 0.7556

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

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