CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 0.7675 0.7677 0.0002 0.0% 0.7584
High 0.7712 0.7740 0.0028 0.4% 0.7745
Low 0.7641 0.7671 0.0030 0.4% 0.7584
Close 0.7685 0.7728 0.0043 0.6% 0.7720
Range 0.0071 0.0069 -0.0002 -2.8% 0.0161
ATR 0.0061 0.0062 0.0001 0.9% 0.0000
Volume 101 187 86 85.1% 853
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7920 0.7893 0.7766
R3 0.7851 0.7824 0.7747
R2 0.7782 0.7782 0.7741
R1 0.7755 0.7755 0.7734 0.7769
PP 0.7713 0.7713 0.7713 0.7720
S1 0.7686 0.7686 0.7722 0.7700
S2 0.7644 0.7644 0.7715
S3 0.7575 0.7617 0.7709
S4 0.7506 0.7548 0.7690
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 1.3% 0.0065 0.8% 84% False False 121
10 0.7745 0.7500 0.0245 3.2% 0.0062 0.8% 93% False False 144
20 0.7745 0.7428 0.0317 4.1% 0.0061 0.8% 95% False False 134
40 0.7745 0.7428 0.0317 4.1% 0.0062 0.8% 95% False False 141
60 0.7760 0.7428 0.0332 4.3% 0.0057 0.7% 90% False False 102
80 0.8094 0.7428 0.0666 8.6% 0.0049 0.6% 45% False False 79
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8033
2.618 0.7921
1.618 0.7852
1.000 0.7809
0.618 0.7783
HIGH 0.7740
0.618 0.7714
0.500 0.7706
0.382 0.7697
LOW 0.7671
0.618 0.7628
1.000 0.7602
1.618 0.7559
2.618 0.7490
4.250 0.7378
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 0.7721 0.7716
PP 0.7713 0.7705
S1 0.7706 0.7693

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

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