CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 0.7545 0.7524 -0.0021 -0.3% 0.7511
High 0.7558 0.7533 -0.0025 -0.3% 0.7558
Low 0.7493 0.7489 -0.0004 -0.1% 0.7489
Close 0.7523 0.7512 -0.0011 -0.1% 0.7512
Range 0.0065 0.0044 -0.0021 -32.3% 0.0069
ATR 0.0059 0.0058 -0.0001 -1.8% 0.0000
Volume 233 400 167 71.7% 1,127
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7643 0.7622 0.7536
R3 0.7599 0.7578 0.7524
R2 0.7555 0.7555 0.7520
R1 0.7534 0.7534 0.7516 0.7523
PP 0.7511 0.7511 0.7511 0.7506
S1 0.7490 0.7490 0.7508 0.7479
S2 0.7467 0.7467 0.7504
S3 0.7423 0.7446 0.7500
S4 0.7379 0.7402 0.7488
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7727 0.7688 0.7550
R3 0.7658 0.7619 0.7531
R2 0.7589 0.7589 0.7525
R1 0.7550 0.7550 0.7518 0.7569
PP 0.7520 0.7520 0.7520 0.7529
S1 0.7481 0.7481 0.7506 0.7501
S2 0.7451 0.7451 0.7499
S3 0.7382 0.7412 0.7493
S4 0.7313 0.7343 0.7474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7558 0.7489 0.0069 0.9% 0.0040 0.5% 33% False True 225
10 0.7665 0.7489 0.0176 2.3% 0.0050 0.7% 13% False True 215
20 0.7743 0.7489 0.0254 3.4% 0.0060 0.8% 9% False True 206
40 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 23% False False 178
60 0.7786 0.7428 0.0358 4.8% 0.0061 0.8% 23% False False 167
80 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 23% False False 134
100 0.8094 0.7428 0.0666 8.9% 0.0052 0.7% 13% False False 110
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7648
1.618 0.7604
1.000 0.7577
0.618 0.7560
HIGH 0.7533
0.618 0.7516
0.500 0.7511
0.382 0.7506
LOW 0.7489
0.618 0.7462
1.000 0.7445
1.618 0.7418
2.618 0.7374
4.250 0.7302
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 0.7512 0.7524
PP 0.7511 0.7520
S1 0.7511 0.7516

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

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