CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 0.7552 0.7584 0.0032 0.4% 0.7500
High 0.7600 0.7648 0.0048 0.6% 0.7600
Low 0.7545 0.7584 0.0039 0.5% 0.7428
Close 0.7577 0.7641 0.0064 0.8% 0.7577
Range 0.0055 0.0064 0.0009 16.4% 0.0172
ATR 0.0059 0.0060 0.0001 1.4% 0.0000
Volume 181 180 -1 -0.6% 515
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7816 0.7793 0.7676
R3 0.7752 0.7729 0.7659
R2 0.7688 0.7688 0.7653
R1 0.7665 0.7665 0.7647 0.7676
PP 0.7624 0.7624 0.7624 0.7630
S1 0.7601 0.7601 0.7635 0.7613
S2 0.7560 0.7560 0.7629
S3 0.7496 0.7537 0.7623
S4 0.7432 0.7473 0.7606
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 0.7648 0.7428 0.0220 2.9% 0.0058 0.8% 97% True False 127
10 0.7648 0.7428 0.0220 2.9% 0.0053 0.7% 97% True False 130
20 0.7680 0.7428 0.0252 3.3% 0.0054 0.7% 85% False False 168
40 0.7715 0.7428 0.0287 3.8% 0.0062 0.8% 74% False False 122
60 0.7838 0.7428 0.0410 5.4% 0.0054 0.7% 52% False False 86
80 0.8153 0.7428 0.0725 9.5% 0.0043 0.6% 29% False False 67
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7920
2.618 0.7816
1.618 0.7752
1.000 0.7712
0.618 0.7688
HIGH 0.7648
0.618 0.7624
0.500 0.7616
0.382 0.7608
LOW 0.7584
0.618 0.7544
1.000 0.7520
1.618 0.7480
2.618 0.7416
4.250 0.7312
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 0.7633 0.7619
PP 0.7624 0.7596
S1 0.7616 0.7574

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

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