CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 0.7730 0.7676 -0.0054 -0.7% 0.7738
High 0.7743 0.7723 -0.0020 -0.3% 0.7786
Low 0.7670 0.7659 -0.0011 -0.1% 0.7641
Close 0.7671 0.7694 0.0023 0.3% 0.7740
Range 0.0073 0.0064 -0.0009 -12.3% 0.0145
ATR 0.0062 0.0063 0.0000 0.2% 0.0000
Volume 167 250 83 49.7% 887
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7884 0.7853 0.7729
R3 0.7820 0.7789 0.7712
R2 0.7756 0.7756 0.7706
R1 0.7725 0.7725 0.7700 0.7741
PP 0.7692 0.7692 0.7692 0.7700
S1 0.7661 0.7661 0.7688 0.7677
S2 0.7628 0.7628 0.7682
S3 0.7564 0.7597 0.7676
S4 0.7500 0.7533 0.7659
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 0.7659 0.0127 1.7% 0.0064 0.8% 28% False True 234
10 0.7786 0.7641 0.0145 1.9% 0.0063 0.8% 37% False False 176
20 0.7786 0.7428 0.0358 4.7% 0.0059 0.8% 74% False False 158
40 0.7786 0.7428 0.0358 4.7% 0.0061 0.8% 74% False False 155
60 0.7786 0.7428 0.0358 4.7% 0.0059 0.8% 74% False False 115
80 0.8061 0.7428 0.0633 8.2% 0.0051 0.7% 42% False False 92
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7995
2.618 0.7891
1.618 0.7827
1.000 0.7787
0.618 0.7763
HIGH 0.7723
0.618 0.7699
0.500 0.7691
0.382 0.7683
LOW 0.7659
0.618 0.7619
1.000 0.7595
1.618 0.7555
2.618 0.7491
4.250 0.7387
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 0.7693 0.7715
PP 0.7692 0.7708
S1 0.7691 0.7701

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

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