CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 0.7584 0.7636 0.0052 0.7% 0.7500
High 0.7648 0.7670 0.0022 0.3% 0.7600
Low 0.7584 0.7610 0.0026 0.3% 0.7428
Close 0.7641 0.7660 0.0019 0.2% 0.7577
Range 0.0064 0.0060 -0.0004 -6.2% 0.0172
ATR 0.0060 0.0060 0.0000 0.0% 0.0000
Volume 180 211 31 17.2% 515
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7827 0.7803 0.7693
R3 0.7767 0.7743 0.7677
R2 0.7707 0.7707 0.7671
R1 0.7683 0.7683 0.7666 0.7695
PP 0.7647 0.7647 0.7647 0.7653
S1 0.7623 0.7623 0.7655 0.7635
S2 0.7587 0.7587 0.7649
S3 0.7527 0.7563 0.7644
S4 0.7467 0.7503 0.7627
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 0.7670 0.7441 0.0229 3.0% 0.0061 0.8% 96% True False 152
10 0.7670 0.7428 0.0242 3.2% 0.0055 0.7% 96% True False 140
20 0.7680 0.7428 0.0252 3.3% 0.0054 0.7% 92% False False 133
40 0.7715 0.7428 0.0287 3.7% 0.0061 0.8% 81% False False 127
60 0.7836 0.7428 0.0408 5.3% 0.0054 0.7% 57% False False 89
80 0.8153 0.7428 0.0725 9.5% 0.0044 0.6% 32% False False 70
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7925
2.618 0.7827
1.618 0.7767
1.000 0.7730
0.618 0.7707
HIGH 0.7670
0.618 0.7647
0.500 0.7640
0.382 0.7633
LOW 0.7610
0.618 0.7573
1.000 0.7550
1.618 0.7513
2.618 0.7453
4.250 0.7355
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 0.7653 0.7643
PP 0.7647 0.7625
S1 0.7640 0.7608

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

View Archives - Comment on this page... - Back to Index of Symbols