CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 0.7591 0.7595 0.0004 0.1% 0.7650
High 0.7604 0.7595 -0.0009 -0.1% 0.7665
Low 0.7580 0.7507 -0.0073 -1.0% 0.7507
Close 0.7592 0.7516 -0.0076 -1.0% 0.7516
Range 0.0024 0.0088 0.0064 266.6% 0.0158
ATR 0.0064 0.0065 0.0002 2.8% 0.0000
Volume 112 555 443 395.5% 1,031
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7803 0.7748 0.7564
R3 0.7715 0.7660 0.7540
R2 0.7627 0.7627 0.7532
R1 0.7572 0.7572 0.7524 0.7556
PP 0.7539 0.7539 0.7539 0.7531
S1 0.7484 0.7484 0.7508 0.7468
S2 0.7451 0.7451 0.7500
S3 0.7363 0.7396 0.7492
S4 0.7275 0.7308 0.7468
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8037 0.7934 0.7603
R3 0.7879 0.7776 0.7559
R2 0.7721 0.7721 0.7545
R1 0.7618 0.7618 0.7530 0.7591
PP 0.7563 0.7563 0.7563 0.7549
S1 0.7460 0.7460 0.7502 0.7433
S2 0.7405 0.7405 0.7487
S3 0.7247 0.7302 0.7473
S4 0.7089 0.7144 0.7429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7507 0.0158 2.1% 0.0059 0.8% 6% False True 206
10 0.7665 0.7507 0.0158 2.1% 0.0063 0.8% 6% False True 202
20 0.7786 0.7507 0.0279 3.7% 0.0066 0.9% 3% False True 194
40 0.7786 0.7428 0.0358 4.8% 0.0061 0.8% 25% False False 160
60 0.7786 0.7428 0.0358 4.8% 0.0062 0.8% 25% False False 155
80 0.7786 0.7428 0.0358 4.8% 0.0057 0.8% 25% False False 121
100 0.8149 0.7428 0.0721 9.6% 0.0050 0.7% 12% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7969
2.618 0.7825
1.618 0.7737
1.000 0.7683
0.618 0.7649
HIGH 0.7595
0.618 0.7561
0.500 0.7551
0.382 0.7541
LOW 0.7507
0.618 0.7453
1.000 0.7419
1.618 0.7365
2.618 0.7277
4.250 0.7133
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 0.7551 0.7583
PP 0.7539 0.7560
S1 0.7528 0.7538

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

View Archives - Comment on this page... - Back to Index of Symbols