CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 0.7677 0.7731 0.0054 0.7% 0.7584
High 0.7740 0.7786 0.0046 0.6% 0.7745
Low 0.7671 0.7719 0.0048 0.6% 0.7584
Close 0.7728 0.7780 0.0052 0.7% 0.7720
Range 0.0069 0.0067 -0.0002 -2.9% 0.0161
ATR 0.0062 0.0062 0.0000 0.6% 0.0000
Volume 187 377 190 101.6% 853
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7963 0.7938 0.7817
R3 0.7896 0.7871 0.7798
R2 0.7829 0.7829 0.7792
R1 0.7804 0.7804 0.7786 0.7817
PP 0.7762 0.7762 0.7762 0.7768
S1 0.7737 0.7737 0.7774 0.7750
S2 0.7695 0.7695 0.7768
S3 0.7628 0.7670 0.7762
S4 0.7561 0.7603 0.7743
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 0.7786 0.7641 0.0145 1.9% 0.0067 0.9% 96% True False 163
10 0.7786 0.7545 0.0241 3.1% 0.0063 0.8% 98% True False 172
20 0.7786 0.7428 0.0358 4.6% 0.0060 0.8% 98% True False 144
40 0.7786 0.7428 0.0358 4.6% 0.0062 0.8% 98% True False 145
60 0.7786 0.7428 0.0358 4.6% 0.0057 0.7% 98% True False 107
80 0.8094 0.7428 0.0666 8.6% 0.0049 0.6% 53% False False 84
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8071
2.618 0.7961
1.618 0.7894
1.000 0.7853
0.618 0.7827
HIGH 0.7786
0.618 0.7760
0.500 0.7753
0.382 0.7745
LOW 0.7719
0.618 0.7678
1.000 0.7652
1.618 0.7611
2.618 0.7544
4.250 0.7434
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 0.7771 0.7758
PP 0.7762 0.7736
S1 0.7753 0.7714

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

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