CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 0.7612 0.7629 0.0017 0.2% 0.7730
High 0.7637 0.7662 0.0025 0.3% 0.7743
Low 0.7595 0.7569 -0.0026 -0.3% 0.7569
Close 0.7628 0.7580 -0.0048 -0.6% 0.7580
Range 0.0042 0.0093 0.0051 121.4% 0.0174
ATR 0.0063 0.0066 0.0002 3.3% 0.0000
Volume 177 152 -25 -14.1% 975
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7883 0.7824 0.7631
R3 0.7790 0.7731 0.7606
R2 0.7697 0.7697 0.7597
R1 0.7638 0.7638 0.7589 0.7621
PP 0.7604 0.7604 0.7604 0.7595
S1 0.7545 0.7545 0.7571 0.7528
S2 0.7511 0.7511 0.7563
S3 0.7418 0.7452 0.7554
S4 0.7325 0.7359 0.7529
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8153 0.8040 0.7676
R3 0.7979 0.7866 0.7628
R2 0.7805 0.7805 0.7612
R1 0.7692 0.7692 0.7596 0.7662
PP 0.7631 0.7631 0.7631 0.7615
S1 0.7518 0.7518 0.7564 0.7488
S2 0.7457 0.7457 0.7548
S3 0.7283 0.7344 0.7532
S4 0.7109 0.7170 0.7484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7743 0.7569 0.0174 2.3% 0.0074 1.0% 6% False True 195
10 0.7786 0.7569 0.0217 2.9% 0.0069 0.9% 5% False True 186
20 0.7786 0.7428 0.0358 4.7% 0.0063 0.8% 42% False False 161
40 0.7786 0.7428 0.0358 4.7% 0.0062 0.8% 42% False False 165
60 0.7786 0.7428 0.0358 4.7% 0.0062 0.8% 42% False False 125
80 0.7952 0.7428 0.0524 6.9% 0.0053 0.7% 29% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8057
2.618 0.7905
1.618 0.7812
1.000 0.7755
0.618 0.7719
HIGH 0.7662
0.618 0.7626
0.500 0.7616
0.382 0.7605
LOW 0.7569
0.618 0.7512
1.000 0.7476
1.618 0.7419
2.618 0.7326
4.250 0.7174
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 0.7616 0.7636
PP 0.7604 0.7617
S1 0.7592 0.7599

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

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