CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 0.7650 0.7630 -0.0020 -0.3% 0.7596
High 0.7650 0.7665 0.0015 0.2% 0.7653
Low 0.7620 0.7593 -0.0027 -0.4% 0.7525
Close 0.7630 0.7663 0.0033 0.4% 0.7642
Range 0.0030 0.0072 0.0042 140.0% 0.0128
ATR 0.0064 0.0065 0.0001 0.8% 0.0000
Volume 66 163 97 147.0% 989
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7856 0.7832 0.7703
R3 0.7784 0.7760 0.7683
R2 0.7712 0.7712 0.7676
R1 0.7688 0.7688 0.7670 0.7700
PP 0.7640 0.7640 0.7640 0.7647
S1 0.7616 0.7616 0.7656 0.7628
S2 0.7568 0.7568 0.7650
S3 0.7496 0.7544 0.7643
S4 0.7424 0.7472 0.7623
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 0.7665 0.7525 0.0140 1.8% 0.0069 0.9% 99% True False 161
10 0.7703 0.7525 0.0178 2.3% 0.0067 0.9% 78% False False 177
20 0.7786 0.7525 0.0261 3.4% 0.0065 0.9% 53% False False 177
40 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 66% False False 155
60 0.7786 0.7428 0.0358 4.7% 0.0062 0.8% 66% False False 143
80 0.7836 0.7428 0.0408 5.3% 0.0057 0.7% 58% False False 111
100 0.8153 0.7428 0.0725 9.5% 0.0048 0.6% 32% False False 91
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7853
1.618 0.7781
1.000 0.7737
0.618 0.7709
HIGH 0.7665
0.618 0.7637
0.500 0.7629
0.382 0.7621
LOW 0.7593
0.618 0.7549
1.000 0.7521
1.618 0.7477
2.618 0.7405
4.250 0.7287
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 0.7652 0.7649
PP 0.7640 0.7635
S1 0.7629 0.7621

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

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