CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 0.7676 0.7699 0.0023 0.3% 0.7738
High 0.7723 0.7703 -0.0020 -0.3% 0.7786
Low 0.7659 0.7604 -0.0055 -0.7% 0.7641
Close 0.7694 0.7617 -0.0077 -1.0% 0.7740
Range 0.0064 0.0099 0.0035 54.7% 0.0145
ATR 0.0063 0.0065 0.0003 4.2% 0.0000
Volume 250 229 -21 -8.4% 887
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7938 0.7877 0.7671
R3 0.7839 0.7778 0.7644
R2 0.7740 0.7740 0.7635
R1 0.7679 0.7679 0.7626 0.7660
PP 0.7641 0.7641 0.7641 0.7632
S1 0.7580 0.7580 0.7608 0.7561
S2 0.7542 0.7542 0.7599
S3 0.7443 0.7481 0.7590
S4 0.7344 0.7382 0.7563
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 0.7604 0.0182 2.4% 0.0070 0.9% 7% False True 243
10 0.7786 0.7604 0.0182 2.4% 0.0067 0.9% 7% False True 182
20 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 53% False False 161
40 0.7786 0.7428 0.0358 4.7% 0.0061 0.8% 53% False False 159
60 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 53% False False 119
80 0.7998 0.7428 0.0570 7.5% 0.0052 0.7% 33% False False 94
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 0.0011
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8124
2.618 0.7962
1.618 0.7863
1.000 0.7802
0.618 0.7764
HIGH 0.7703
0.618 0.7665
0.500 0.7654
0.382 0.7642
LOW 0.7604
0.618 0.7543
1.000 0.7505
1.618 0.7444
2.618 0.7345
4.250 0.7183
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 0.7654 0.7674
PP 0.7641 0.7655
S1 0.7629 0.7636

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

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