CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 0.7500 0.7450 -0.0050 -0.7% 0.7558
High 0.7502 0.7472 -0.0030 -0.4% 0.7585
Low 0.7462 0.7428 -0.0034 -0.5% 0.7449
Close 0.7465 0.7444 -0.0021 -0.3% 0.7497
Range 0.0040 0.0044 0.0004 10.0% 0.0136
ATR 0.0059 0.0058 -0.0001 -1.8% 0.0000
Volume 58 85 27 46.6% 778
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7580 0.7556 0.7468
R3 0.7536 0.7512 0.7456
R2 0.7492 0.7492 0.7452
R1 0.7468 0.7468 0.7448 0.7458
PP 0.7448 0.7448 0.7448 0.7443
S1 0.7424 0.7424 0.7440 0.7414
S2 0.7404 0.7404 0.7436
S3 0.7360 0.7380 0.7432
S4 0.7316 0.7336 0.7420
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7918 0.7844 0.7572
R3 0.7782 0.7708 0.7534
R2 0.7646 0.7646 0.7522
R1 0.7572 0.7572 0.7509 0.7541
PP 0.7510 0.7510 0.7510 0.7495
S1 0.7436 0.7436 0.7485 0.7405
S2 0.7374 0.7374 0.7472
S3 0.7238 0.7300 0.7460
S4 0.7102 0.7164 0.7422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7428 0.0123 1.7% 0.0048 0.6% 13% False True 129
10 0.7680 0.7428 0.0252 3.4% 0.0058 0.8% 6% False True 121
20 0.7680 0.7428 0.0252 3.4% 0.0056 0.8% 6% False True 164
40 0.7715 0.7428 0.0287 3.9% 0.0060 0.8% 6% False True 109
60 0.7864 0.7428 0.0436 5.9% 0.0051 0.7% 4% False True 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7659
2.618 0.7587
1.618 0.7543
1.000 0.7516
0.618 0.7499
HIGH 0.7472
0.618 0.7455
0.500 0.7450
0.382 0.7445
LOW 0.7428
0.618 0.7401
1.000 0.7384
1.618 0.7357
2.618 0.7313
4.250 0.7241
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 0.7450 0.7471
PP 0.7448 0.7462
S1 0.7446 0.7453

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

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