CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 0.7731 0.7771 0.0040 0.5% 0.7738
High 0.7786 0.7771 -0.0015 -0.2% 0.7786
Low 0.7719 0.7723 0.0004 0.1% 0.7641
Close 0.7780 0.7740 -0.0040 -0.5% 0.7740
Range 0.0067 0.0048 -0.0019 -28.4% 0.0145
ATR 0.0062 0.0062 0.0000 -0.6% 0.0000
Volume 377 192 -185 -49.1% 887
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7889 0.7862 0.7766
R3 0.7841 0.7814 0.7753
R2 0.7793 0.7793 0.7749
R1 0.7766 0.7766 0.7744 0.7756
PP 0.7745 0.7745 0.7745 0.7739
S1 0.7718 0.7718 0.7736 0.7708
S2 0.7697 0.7697 0.7731
S3 0.7649 0.7670 0.7727
S4 0.7601 0.7622 0.7714
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8157 0.8094 0.7820
R3 0.8012 0.7949 0.7780
R2 0.7867 0.7867 0.7767
R1 0.7804 0.7804 0.7753 0.7836
PP 0.7722 0.7722 0.7722 0.7738
S1 0.7659 0.7659 0.7727 0.7691
S2 0.7577 0.7577 0.7713
S3 0.7432 0.7514 0.7700
S4 0.7287 0.7369 0.7660
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% 0.0064 0.8% 68% False False 177
10 0.7786 0.7584 0.0202 2.6% 0.0062 0.8% 77% False False 174
20 0.7786 0.7428 0.0358 4.6% 0.0057 0.7% 87% False False 151
40 0.7786 0.7428 0.0358 4.6% 0.0062 0.8% 87% False False 148
60 0.7786 0.7428 0.0358 4.6% 0.0057 0.7% 87% False False 110
80 0.8094 0.7428 0.0666 8.6% 0.0050 0.6% 47% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7975
2.618 0.7897
1.618 0.7849
1.000 0.7819
0.618 0.7801
HIGH 0.7771
0.618 0.7753
0.500 0.7747
0.382 0.7741
LOW 0.7723
0.618 0.7693
1.000 0.7675
1.618 0.7645
2.618 0.7597
4.250 0.7519
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 0.7747 0.7736
PP 0.7745 0.7732
S1 0.7742 0.7729

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

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