CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 0.7630 0.7658 0.0028 0.4% 0.7596
High 0.7665 0.7658 -0.0007 -0.1% 0.7653
Low 0.7593 0.7575 -0.0018 -0.2% 0.7525
Close 0.7663 0.7591 -0.0072 -0.9% 0.7642
Range 0.0072 0.0083 0.0011 15.3% 0.0128
ATR 0.0065 0.0067 0.0002 2.5% 0.0000
Volume 163 135 -28 -17.2% 989
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7857 0.7807 0.7637
R3 0.7774 0.7724 0.7614
R2 0.7691 0.7691 0.7606
R1 0.7641 0.7641 0.7599 0.7625
PP 0.7608 0.7608 0.7608 0.7600
S1 0.7558 0.7558 0.7583 0.7542
S2 0.7525 0.7525 0.7576
S3 0.7442 0.7475 0.7568
S4 0.7359 0.7392 0.7545
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 0.7548 0.0117 1.5% 0.0064 0.8% 37% False False 112
10 0.7665 0.7525 0.0140 1.8% 0.0066 0.9% 47% False False 168
20 0.7786 0.7525 0.0261 3.4% 0.0067 0.9% 25% False False 175
40 0.7786 0.7428 0.0358 4.7% 0.0060 0.8% 46% False False 152
60 0.7786 0.7428 0.0358 4.7% 0.0063 0.8% 46% False False 145
80 0.7835 0.7428 0.0407 5.4% 0.0058 0.8% 40% False False 113
100 0.8153 0.7428 0.0725 9.6% 0.0049 0.6% 22% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8011
2.618 0.7875
1.618 0.7792
1.000 0.7741
0.618 0.7709
HIGH 0.7658
0.618 0.7626
0.500 0.7617
0.382 0.7607
LOW 0.7575
0.618 0.7524
1.000 0.7492
1.618 0.7441
2.618 0.7358
4.250 0.7222
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 0.7617 0.7620
PP 0.7608 0.7610
S1 0.7600 0.7601

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

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