CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 0.7443 0.7500 0.0057 0.8% 0.7558
High 0.7507 0.7560 0.0053 0.7% 0.7585
Low 0.7441 0.7500 0.0059 0.8% 0.7449
Close 0.7486 0.7539 0.0053 0.7% 0.7497
Range 0.0066 0.0060 -0.0006 -9.1% 0.0136
ATR 0.0058 0.0059 0.0001 1.9% 0.0000
Volume 98 93 -5 -5.1% 778
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7713 0.7686 0.7572
R3 0.7653 0.7626 0.7556
R2 0.7593 0.7593 0.7550
R1 0.7566 0.7566 0.7545 0.7580
PP 0.7533 0.7533 0.7533 0.7540
S1 0.7506 0.7506 0.7534 0.7520
S2 0.7473 0.7473 0.7528
S3 0.7413 0.7446 0.7523
S4 0.7353 0.7386 0.7506
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 0.7560 0.7428 0.0132 1.8% 0.0048 0.6% 84% True False 91
10 0.7680 0.7428 0.0252 3.3% 0.0058 0.8% 44% False False 116
20 0.7680 0.7428 0.0252 3.3% 0.0056 0.7% 44% False False 165
40 0.7715 0.7428 0.0287 3.8% 0.0061 0.8% 39% False False 113
60 0.7864 0.7428 0.0436 5.8% 0.0052 0.7% 25% False False 80
80 0.8153 0.7428 0.0725 9.6% 0.0042 0.6% 15% False False 63
Crabel Price Patterns
NR True
NR4 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7815
2.618 0.7717
1.618 0.7657
1.000 0.7620
0.618 0.7597
HIGH 0.7560
0.618 0.7537
0.500 0.7530
0.382 0.7523
LOW 0.7500
0.618 0.7463
1.000 0.7440
1.618 0.7403
2.618 0.7343
4.250 0.7245
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 0.7536 0.7524
PP 0.7533 0.7509
S1 0.7530 0.7494

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

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