CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 0.7500 0.7552 0.0052 0.7% 0.7500
High 0.7560 0.7600 0.0040 0.5% 0.7600
Low 0.7500 0.7545 0.0045 0.6% 0.7428
Close 0.7539 0.7577 0.0038 0.5% 0.7577
Range 0.0060 0.0055 -0.0005 -8.3% 0.0172
ATR 0.0059 0.0059 0.0000 0.2% 0.0000
Volume 93 181 88 94.6% 515
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7739 0.7713 0.7607
R3 0.7684 0.7658 0.7592
R2 0.7629 0.7629 0.7587
R1 0.7603 0.7603 0.7582 0.7616
PP 0.7574 0.7574 0.7574 0.7581
S1 0.7548 0.7548 0.7572 0.7561
S2 0.7519 0.7519 0.7567
S3 0.7464 0.7493 0.7562
S4 0.7409 0.7438 0.7547
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8051 0.7986 0.7672
R3 0.7879 0.7814 0.7624
R2 0.7707 0.7707 0.7609
R1 0.7642 0.7642 0.7593 0.7675
PP 0.7535 0.7535 0.7535 0.7551
S1 0.7470 0.7470 0.7561 0.7503
S2 0.7363 0.7363 0.7545
S3 0.7191 0.7298 0.7530
S4 0.7019 0.7126 0.7482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7600 0.7428 0.0172 2.3% 0.0053 0.7% 87% True False 103
10 0.7600 0.7428 0.0172 2.3% 0.0051 0.7% 87% True False 129
20 0.7680 0.7428 0.0252 3.3% 0.0054 0.7% 59% False False 168
40 0.7715 0.7428 0.0287 3.8% 0.0062 0.8% 52% False False 117
60 0.7864 0.7428 0.0436 5.8% 0.0053 0.7% 34% False False 83
80 0.8153 0.7428 0.0725 9.6% 0.0042 0.6% 21% False False 65
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7834
2.618 0.7744
1.618 0.7689
1.000 0.7655
0.618 0.7634
HIGH 0.7600
0.618 0.7579
0.500 0.7573
0.382 0.7566
LOW 0.7545
0.618 0.7511
1.000 0.7490
1.618 0.7456
2.618 0.7401
4.250 0.7311
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 0.7576 0.7558
PP 0.7574 0.7539
S1 0.7573 0.7521

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

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