CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 0.7671 0.7644 -0.0027 -0.4% 0.7500
High 0.7704 0.7699 -0.0005 -0.1% 0.7600
Low 0.7647 0.7644 -0.0003 0.0% 0.7428
Close 0.7652 0.7684 0.0032 0.4% 0.7577
Range 0.0057 0.0055 -0.0002 -3.5% 0.0172
ATR 0.0060 0.0060 0.0000 -0.6% 0.0000
Volume 172 167 -5 -2.9% 515
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7841 0.7817 0.7714
R3 0.7786 0.7762 0.7699
R2 0.7731 0.7731 0.7694
R1 0.7707 0.7707 0.7689 0.7719
PP 0.7676 0.7676 0.7676 0.7682
S1 0.7652 0.7652 0.7679 0.7664
S2 0.7621 0.7621 0.7674
S3 0.7566 0.7597 0.7669
S4 0.7511 0.7542 0.7654
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 0.7545 0.0159 2.1% 0.0058 0.8% 87% False False 182
10 0.7704 0.7428 0.0276 3.6% 0.0053 0.7% 93% False False 136
20 0.7704 0.7428 0.0276 3.6% 0.0054 0.7% 93% False False 130
40 0.7705 0.7428 0.0277 3.6% 0.0060 0.8% 92% False False 133
60 0.7760 0.7428 0.0332 4.3% 0.0053 0.7% 77% False False 94
80 0.8153 0.7428 0.0725 9.4% 0.0045 0.6% 35% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7933
2.618 0.7843
1.618 0.7788
1.000 0.7754
0.618 0.7733
HIGH 0.7699
0.618 0.7678
0.500 0.7672
0.382 0.7665
LOW 0.7644
0.618 0.7610
1.000 0.7589
1.618 0.7555
2.618 0.7500
4.250 0.7410
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 0.7680 0.7675
PP 0.7676 0.7666
S1 0.7672 0.7657

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

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