CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 0.7450 0.7443 -0.0007 -0.1% 0.7558
High 0.7472 0.7507 0.0035 0.5% 0.7585
Low 0.7428 0.7441 0.0013 0.2% 0.7449
Close 0.7444 0.7486 0.0042 0.6% 0.7497
Range 0.0044 0.0066 0.0022 50.0% 0.0136
ATR 0.0058 0.0058 0.0001 1.0% 0.0000
Volume 85 98 13 15.3% 778
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7676 0.7647 0.7522
R3 0.7610 0.7581 0.7504
R2 0.7544 0.7544 0.7498
R1 0.7515 0.7515 0.7492 0.7530
PP 0.7478 0.7478 0.7478 0.7485
S1 0.7449 0.7449 0.7480 0.7464
S2 0.7412 0.7412 0.7474
S3 0.7346 0.7383 0.7468
S4 0.7280 0.7317 0.7450
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 0.7514 0.7428 0.0086 1.1% 0.0048 0.6% 67% False False 113
10 0.7680 0.7428 0.0252 3.4% 0.0059 0.8% 23% False False 125
20 0.7680 0.7428 0.0252 3.4% 0.0056 0.7% 23% False False 164
40 0.7715 0.7428 0.0287 3.8% 0.0061 0.8% 20% False False 111
60 0.7864 0.7428 0.0436 5.8% 0.0051 0.7% 13% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7788
2.618 0.7680
1.618 0.7614
1.000 0.7573
0.618 0.7548
HIGH 0.7507
0.618 0.7482
0.500 0.7474
0.382 0.7466
LOW 0.7441
0.618 0.7400
1.000 0.7375
1.618 0.7334
2.618 0.7268
4.250 0.7160
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 0.7482 0.7480
PP 0.7478 0.7474
S1 0.7474 0.7468

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

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