CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 0.7771 0.7730 -0.0041 -0.5% 0.7738
High 0.7771 0.7743 -0.0028 -0.4% 0.7786
Low 0.7723 0.7670 -0.0053 -0.7% 0.7641
Close 0.7740 0.7671 -0.0069 -0.9% 0.7740
Range 0.0048 0.0073 0.0025 52.1% 0.0145
ATR 0.0062 0.0062 0.0001 1.3% 0.0000
Volume 192 167 -25 -13.0% 887
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7914 0.7865 0.7711
R3 0.7841 0.7792 0.7691
R2 0.7768 0.7768 0.7684
R1 0.7719 0.7719 0.7678 0.7707
PP 0.7695 0.7695 0.7695 0.7689
S1 0.7646 0.7646 0.7664 0.7634
S2 0.7622 0.7622 0.7658
S3 0.7549 0.7573 0.7651
S4 0.7476 0.7500 0.7631
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% 0.0066 0.9% 21% False False 204
10 0.7786 0.7610 0.0176 2.3% 0.0063 0.8% 35% False False 172
20 0.7786 0.7428 0.0358 4.7% 0.0058 0.8% 68% False False 151
40 0.7786 0.7428 0.0358 4.7% 0.0062 0.8% 68% False False 150
60 0.7786 0.7428 0.0358 4.7% 0.0058 0.8% 68% False False 113
80 0.8092 0.7428 0.0664 8.7% 0.0050 0.7% 37% False False 89
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 0.0014
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8053
2.618 0.7934
1.618 0.7861
1.000 0.7816
0.618 0.7788
HIGH 0.7743
0.618 0.7715
0.500 0.7707
0.382 0.7698
LOW 0.7670
0.618 0.7625
1.000 0.7597
1.618 0.7552
2.618 0.7479
4.250 0.7360
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 0.7707 0.7728
PP 0.7695 0.7709
S1 0.7683 0.7690

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

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