CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 0.7574 0.7602 0.0028 0.4% 0.7596
High 0.7608 0.7653 0.0045 0.6% 0.7653
Low 0.7548 0.7576 0.0028 0.4% 0.7525
Close 0.7595 0.7642 0.0047 0.6% 0.7642
Range 0.0060 0.0077 0.0017 28.3% 0.0128
ATR 0.0066 0.0067 0.0001 1.2% 0.0000
Volume 99 101 2 2.0% 989
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7855 0.7825 0.7684
R3 0.7778 0.7748 0.7663
R2 0.7701 0.7701 0.7656
R1 0.7671 0.7671 0.7649 0.7686
PP 0.7624 0.7624 0.7624 0.7631
S1 0.7594 0.7594 0.7635 0.7609
S2 0.7547 0.7547 0.7628
S3 0.7470 0.7517 0.7621
S4 0.7393 0.7440 0.7600
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7991 0.7944 0.7712
R3 0.7863 0.7816 0.7677
R2 0.7735 0.7735 0.7665
R1 0.7688 0.7688 0.7654 0.7711
PP 0.7607 0.7607 0.7607 0.7618
S1 0.7560 0.7560 0.7630 0.7584
S2 0.7479 0.7479 0.7619
S3 0.7351 0.7432 0.7607
S4 0.7223 0.7304 0.7572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7653 0.7525 0.0128 1.7% 0.0068 0.9% 91% True False 197
10 0.7743 0.7525 0.0218 2.9% 0.0071 0.9% 54% False False 196
20 0.7786 0.7525 0.0261 3.4% 0.0066 0.9% 45% False False 185
40 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 60% False False 176
60 0.7786 0.7428 0.0358 4.7% 0.0063 0.8% 60% False False 140
80 0.7864 0.7428 0.0436 5.7% 0.0056 0.7% 49% False False 108
100 0.8153 0.7428 0.0725 9.5% 0.0047 0.6% 30% False False 89
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7855
1.618 0.7778
1.000 0.7730
0.618 0.7701
HIGH 0.7653
0.618 0.7624
0.500 0.7615
0.382 0.7605
LOW 0.7576
0.618 0.7528
1.000 0.7499
1.618 0.7451
2.618 0.7374
4.250 0.7249
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 0.7633 0.7624
PP 0.7624 0.7607
S1 0.7615 0.7589

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

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