CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 0.7738 0.7675 -0.0063 -0.8% 0.7584
High 0.7745 0.7712 -0.0033 -0.4% 0.7745
Low 0.7682 0.7641 -0.0041 -0.5% 0.7584
Close 0.7708 0.7685 -0.0023 -0.3% 0.7720
Range 0.0063 0.0071 0.0008 12.7% 0.0161
ATR 0.0060 0.0061 0.0001 1.3% 0.0000
Volume 30 101 71 236.7% 853
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7892 0.7860 0.7724
R3 0.7821 0.7789 0.7705
R2 0.7750 0.7750 0.7698
R1 0.7718 0.7718 0.7692 0.7734
PP 0.7679 0.7679 0.7679 0.7688
S1 0.7647 0.7647 0.7678 0.7663
S2 0.7608 0.7608 0.7672
S3 0.7537 0.7576 0.7665
S4 0.7466 0.7505 0.7646
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 0.7641 0.0104 1.4% 0.0062 0.8% 42% False True 118
10 0.7745 0.7441 0.0304 4.0% 0.0062 0.8% 80% False False 135
20 0.7745 0.7428 0.0317 4.1% 0.0060 0.8% 81% False False 128
40 0.7745 0.7428 0.0317 4.1% 0.0061 0.8% 81% False False 139
60 0.7760 0.7428 0.0332 4.3% 0.0056 0.7% 77% False False 98
80 0.8094 0.7428 0.0666 8.7% 0.0048 0.6% 39% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8014
2.618 0.7898
1.618 0.7827
1.000 0.7783
0.618 0.7756
HIGH 0.7712
0.618 0.7685
0.500 0.7677
0.382 0.7668
LOW 0.7641
0.618 0.7597
1.000 0.7570
1.618 0.7526
2.618 0.7455
4.250 0.7339
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 0.7682 0.7693
PP 0.7679 0.7690
S1 0.7677 0.7688

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

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