CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 0.7658 0.7591 -0.0067 -0.9% 0.7596
High 0.7658 0.7604 -0.0054 -0.7% 0.7653
Low 0.7575 0.7580 0.0005 0.1% 0.7525
Close 0.7591 0.7592 0.0001 0.0% 0.7642
Range 0.0083 0.0024 -0.0059 -71.1% 0.0128
ATR 0.0067 0.0064 -0.0003 -4.6% 0.0000
Volume 135 112 -23 -17.0% 989
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7664 0.7652 0.7605
R3 0.7640 0.7628 0.7599
R2 0.7616 0.7616 0.7596
R1 0.7604 0.7604 0.7594 0.7610
PP 0.7592 0.7592 0.7592 0.7595
S1 0.7580 0.7580 0.7590 0.7586
S2 0.7568 0.7568 0.7588
S3 0.7544 0.7556 0.7585
S4 0.7520 0.7532 0.7579
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 0.7575 0.0090 1.2% 0.0057 0.8% 19% False False 115
10 0.7665 0.7525 0.0140 1.8% 0.0064 0.8% 48% False False 161
20 0.7786 0.7525 0.0261 3.4% 0.0065 0.9% 26% False False 172
40 0.7786 0.7428 0.0358 4.7% 0.0059 0.8% 46% False False 151
60 0.7786 0.7428 0.0358 4.7% 0.0062 0.8% 46% False False 146
80 0.7786 0.7428 0.0358 4.7% 0.0056 0.7% 46% False False 114
100 0.8153 0.7428 0.0725 9.5% 0.0049 0.6% 23% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.7706
2.618 0.7667
1.618 0.7643
1.000 0.7628
0.618 0.7619
HIGH 0.7604
0.618 0.7595
0.500 0.7592
0.382 0.7589
LOW 0.7580
0.618 0.7565
1.000 0.7556
1.618 0.7541
2.618 0.7517
4.250 0.7478
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 0.7592 0.7620
PP 0.7592 0.7611
S1 0.7592 0.7601

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

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