CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 0.7700 0.7738 0.0038 0.5% 0.7584
High 0.7745 0.7745 0.0000 0.0% 0.7745
Low 0.7680 0.7682 0.0002 0.0% 0.7584
Close 0.7720 0.7708 -0.0012 -0.2% 0.7720
Range 0.0065 0.0063 -0.0002 -3.1% 0.0161
ATR 0.0060 0.0060 0.0000 0.4% 0.0000
Volume 123 30 -93 -75.6% 853
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7901 0.7867 0.7743
R3 0.7838 0.7804 0.7725
R2 0.7775 0.7775 0.7720
R1 0.7741 0.7741 0.7714 0.7727
PP 0.7712 0.7712 0.7712 0.7704
S1 0.7678 0.7678 0.7702 0.7664
S2 0.7649 0.7649 0.7696
S3 0.7586 0.7615 0.7691
S4 0.7523 0.7552 0.7673
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8166 0.8104 0.7809
R3 0.8005 0.7943 0.7764
R2 0.7844 0.7844 0.7750
R1 0.7782 0.7782 0.7735 0.7813
PP 0.7683 0.7683 0.7683 0.7699
S1 0.7621 0.7621 0.7705 0.7652
S2 0.7522 0.7522 0.7690
S3 0.7361 0.7460 0.7676
S4 0.7200 0.7299 0.7631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7610 0.0135 1.8% 0.0060 0.8% 73% True False 140
10 0.7745 0.7428 0.0317 4.1% 0.0059 0.8% 88% True False 134
20 0.7745 0.7428 0.0317 4.1% 0.0057 0.7% 88% True False 124
40 0.7745 0.7428 0.0317 4.1% 0.0061 0.8% 88% True False 137
60 0.7760 0.7428 0.0332 4.3% 0.0055 0.7% 84% False False 97
80 0.8130 0.7428 0.0702 9.1% 0.0047 0.6% 40% False False 76
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 0.8013
2.618 0.7910
1.618 0.7847
1.000 0.7808
0.618 0.7784
HIGH 0.7745
0.618 0.7721
0.500 0.7714
0.382 0.7706
LOW 0.7682
0.618 0.7643
1.000 0.7619
1.618 0.7580
2.618 0.7517
4.250 0.7414
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 0.7714 0.7704
PP 0.7712 0.7699
S1 0.7710 0.7695

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

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