CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 0.7533 0.7574 0.0041 0.5% 0.7730
High 0.7632 0.7608 -0.0024 -0.3% 0.7743
Low 0.7525 0.7548 0.0023 0.3% 0.7569
Close 0.7562 0.7595 0.0033 0.4% 0.7580
Range 0.0107 0.0060 -0.0047 -43.9% 0.0174
ATR 0.0067 0.0066 0.0000 -0.7% 0.0000
Volume 378 99 -279 -73.8% 975
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7764 0.7739 0.7628
R3 0.7704 0.7679 0.7612
R2 0.7644 0.7644 0.7606
R1 0.7619 0.7619 0.7601 0.7632
PP 0.7584 0.7584 0.7584 0.7590
S1 0.7559 0.7559 0.7590 0.7572
S2 0.7524 0.7524 0.7584
S3 0.7464 0.7499 0.7579
S4 0.7404 0.7439 0.7562
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 0.7662 0.7525 0.0137 1.8% 0.0071 0.9% 51% False False 208
10 0.7771 0.7525 0.0246 3.2% 0.0068 0.9% 28% False False 205
20 0.7786 0.7525 0.0261 3.4% 0.0065 0.9% 27% False False 189
40 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 47% False False 177
60 0.7786 0.7428 0.0358 4.7% 0.0063 0.8% 47% False False 138
80 0.7864 0.7428 0.0436 5.7% 0.0055 0.7% 38% False False 107
100 0.8153 0.7428 0.0725 9.5% 0.0046 0.6% 23% False False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7765
1.618 0.7705
1.000 0.7668
0.618 0.7645
HIGH 0.7608
0.618 0.7585
0.500 0.7578
0.382 0.7571
LOW 0.7548
0.618 0.7511
1.000 0.7488
1.618 0.7451
2.618 0.7391
4.250 0.7293
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 0.7589 0.7590
PP 0.7584 0.7584
S1 0.7578 0.7579

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

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