CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 0.7602 0.7650 0.0048 0.6% 0.7596
High 0.7653 0.7650 -0.0003 0.0% 0.7653
Low 0.7576 0.7620 0.0044 0.6% 0.7525
Close 0.7642 0.7630 -0.0012 -0.2% 0.7642
Range 0.0077 0.0030 -0.0047 -61.0% 0.0128
ATR 0.0067 0.0064 -0.0003 -3.9% 0.0000
Volume 101 66 -35 -34.7% 989
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7723 0.7707 0.7647
R3 0.7693 0.7677 0.7638
R2 0.7663 0.7663 0.7636
R1 0.7647 0.7647 0.7633 0.7640
PP 0.7633 0.7633 0.7633 0.7630
S1 0.7617 0.7617 0.7627 0.7610
S2 0.7603 0.7603 0.7625
S3 0.7573 0.7587 0.7622
S4 0.7543 0.7557 0.7614
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% 82% False False 182
10 0.7723 0.7525 0.0198 2.6% 0.0067 0.9% 53% False False 186
20 0.7786 0.7525 0.0261 3.4% 0.0065 0.8% 40% False False 179
40 0.7786 0.7428 0.0358 4.7% 0.0059 0.8% 56% False False 173
60 0.7786 0.7428 0.0358 4.7% 0.0063 0.8% 56% False False 141
80 0.7838 0.7428 0.0410 5.4% 0.0056 0.7% 49% False False 109
100 0.8153 0.7428 0.0725 9.5% 0.0047 0.6% 28% False False 89
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7778
2.618 0.7729
1.618 0.7699
1.000 0.7680
0.618 0.7669
HIGH 0.7650
0.618 0.7639
0.500 0.7635
0.382 0.7631
LOW 0.7620
0.618 0.7601
1.000 0.7590
1.618 0.7571
2.618 0.7541
4.250 0.7493
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 0.7635 0.7620
PP 0.7633 0.7610
S1 0.7632 0.7601

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

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