CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 0.7530 0.7540 0.0010 0.1% 0.7650
High 0.7546 0.7553 0.0007 0.1% 0.7665
Low 0.7517 0.7526 0.0009 0.1% 0.7507
Close 0.7530 0.7527 -0.0003 0.0% 0.7516
Range 0.0029 0.0027 -0.0002 -6.9% 0.0158
ATR 0.0061 0.0058 -0.0002 -4.0% 0.0000
Volume 233 105 -128 -54.9% 1,031
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7616 0.7599 0.7542
R3 0.7589 0.7572 0.7534
R2 0.7562 0.7562 0.7532
R1 0.7545 0.7545 0.7529 0.7540
PP 0.7535 0.7535 0.7535 0.7533
S1 0.7518 0.7518 0.7525 0.7513
S2 0.7508 0.7508 0.7522
S3 0.7481 0.7491 0.7520
S4 0.7454 0.7464 0.7512
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 0.7604 0.7507 0.0097 1.3% 0.0041 0.5% 21% False False 232
10 0.7665 0.7507 0.0158 2.1% 0.0053 0.7% 13% False False 172
20 0.7786 0.7507 0.0279 3.7% 0.0061 0.8% 7% False False 202
40 0.7786 0.7428 0.0358 4.8% 0.0061 0.8% 28% False False 168
60 0.7786 0.7428 0.0358 4.8% 0.0062 0.8% 28% False False 162
80 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 28% False False 127
100 0.8094 0.7428 0.0666 8.8% 0.0051 0.7% 15% False False 104
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7668
2.618 0.7624
1.618 0.7597
1.000 0.7580
0.618 0.7570
HIGH 0.7553
0.618 0.7543
0.500 0.7540
0.382 0.7536
LOW 0.7526
0.618 0.7509
1.000 0.7499
1.618 0.7482
2.618 0.7455
4.250 0.7411
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 0.7540 0.7531
PP 0.7535 0.7530
S1 0.7531 0.7528

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

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