CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 0.7596 0.7594 -0.0002 0.0% 0.7730
High 0.7616 0.7594 -0.0022 -0.3% 0.7743
Low 0.7587 0.7529 -0.0058 -0.8% 0.7569
Close 0.7593 0.7531 -0.0062 -0.8% 0.7580
Range 0.0029 0.0065 0.0036 124.1% 0.0174
ATR 0.0063 0.0064 0.0000 0.2% 0.0000
Volume 143 268 125 87.4% 975
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7746 0.7704 0.7567
R3 0.7681 0.7639 0.7549
R2 0.7616 0.7616 0.7543
R1 0.7574 0.7574 0.7537 0.7563
PP 0.7551 0.7551 0.7551 0.7546
S1 0.7509 0.7509 0.7525 0.7498
S2 0.7486 0.7486 0.7519
S3 0.7421 0.7444 0.7513
S4 0.7356 0.7379 0.7495
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 0.7703 0.7529 0.0174 2.3% 0.0066 0.9% 1% False True 193
10 0.7786 0.7529 0.0257 3.4% 0.0065 0.9% 1% False True 214
20 0.7786 0.7441 0.0345 4.6% 0.0063 0.8% 26% False False 174
40 0.7786 0.7428 0.0358 4.8% 0.0060 0.8% 29% False False 169
60 0.7786 0.7428 0.0358 4.8% 0.0061 0.8% 29% False False 131
80 0.7864 0.7428 0.0436 5.8% 0.0054 0.7% 24% False False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7870
2.618 0.7764
1.618 0.7699
1.000 0.7659
0.618 0.7634
HIGH 0.7594
0.618 0.7569
0.500 0.7562
0.382 0.7554
LOW 0.7529
0.618 0.7489
1.000 0.7464
1.618 0.7424
2.618 0.7359
4.250 0.7253
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 0.7562 0.7596
PP 0.7551 0.7574
S1 0.7541 0.7553

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

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