CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 0.7636 0.7671 0.0035 0.5% 0.7500
High 0.7670 0.7704 0.0034 0.4% 0.7600
Low 0.7610 0.7647 0.0037 0.5% 0.7428
Close 0.7660 0.7652 -0.0008 -0.1% 0.7577
Range 0.0060 0.0057 -0.0003 -5.0% 0.0172
ATR 0.0060 0.0060 0.0000 -0.4% 0.0000
Volume 211 172 -39 -18.5% 515
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7839 0.7802 0.7683
R3 0.7782 0.7745 0.7668
R2 0.7725 0.7725 0.7662
R1 0.7688 0.7688 0.7657 0.7678
PP 0.7668 0.7668 0.7668 0.7663
S1 0.7631 0.7631 0.7647 0.7621
S2 0.7611 0.7611 0.7642
S3 0.7554 0.7574 0.7636
S4 0.7497 0.7517 0.7621
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 0.7704 0.7500 0.0204 2.7% 0.0059 0.8% 75% True False 167
10 0.7704 0.7428 0.0276 3.6% 0.0053 0.7% 81% True False 140
20 0.7704 0.7428 0.0276 3.6% 0.0054 0.7% 81% True False 129
40 0.7715 0.7428 0.0287 3.8% 0.0061 0.8% 78% False False 131
60 0.7835 0.7428 0.0407 5.3% 0.0055 0.7% 55% False False 92
80 0.8153 0.7428 0.0725 9.5% 0.0045 0.6% 31% False False 72
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 True
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7946
2.618 0.7853
1.618 0.7796
1.000 0.7761
0.618 0.7739
HIGH 0.7704
0.618 0.7682
0.500 0.7676
0.382 0.7669
LOW 0.7647
0.618 0.7612
1.000 0.7590
1.618 0.7555
2.618 0.7498
4.250 0.7405
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 0.7676 0.7649
PP 0.7668 0.7647
S1 0.7660 0.7644

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

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