CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 0.7699 0.7612 -0.0087 -1.1% 0.7738
High 0.7703 0.7637 -0.0066 -0.9% 0.7786
Low 0.7604 0.7595 -0.0009 -0.1% 0.7641
Close 0.7617 0.7628 0.0011 0.1% 0.7740
Range 0.0099 0.0042 -0.0057 -57.6% 0.0145
ATR 0.0065 0.0063 -0.0002 -2.5% 0.0000
Volume 229 177 -52 -22.7% 887
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7746 0.7729 0.7651
R3 0.7704 0.7687 0.7640
R2 0.7662 0.7662 0.7636
R1 0.7645 0.7645 0.7632 0.7654
PP 0.7620 0.7620 0.7620 0.7624
S1 0.7603 0.7603 0.7624 0.7612
S2 0.7578 0.7578 0.7620
S3 0.7536 0.7561 0.7616
S4 0.7494 0.7519 0.7605
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 0.7771 0.7595 0.0176 2.3% 0.0065 0.9% 19% False True 203
10 0.7786 0.7595 0.0191 2.5% 0.0066 0.9% 17% False True 183
20 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 56% False False 160
40 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 56% False False 162
60 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 56% False False 122
80 0.7960 0.7428 0.0532 7.0% 0.0053 0.7% 38% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7747
1.618 0.7705
1.000 0.7679
0.618 0.7663
HIGH 0.7637
0.618 0.7621
0.500 0.7616
0.382 0.7611
LOW 0.7595
0.618 0.7569
1.000 0.7553
1.618 0.7527
2.618 0.7485
4.250 0.7416
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 0.7624 0.7659
PP 0.7620 0.7649
S1 0.7616 0.7638

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

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