CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 0.7502 0.7497 -0.0005 -0.1% 0.7511
High 0.7520 0.7517 -0.0003 0.0% 0.7558
Low 0.7476 0.7492 0.0016 0.2% 0.7489
Close 0.7497 0.7507 0.0010 0.1% 0.7512
Range 0.0044 0.0025 -0.0019 -43.2% 0.0069
ATR 0.0057 0.0054 -0.0002 -4.0% 0.0000
Volume 1,651 443 -1,208 -73.2% 1,127
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7580 0.7569 0.7521
R3 0.7555 0.7544 0.7514
R2 0.7530 0.7530 0.7512
R1 0.7519 0.7519 0.7509 0.7525
PP 0.7505 0.7505 0.7505 0.7508
S1 0.7494 0.7494 0.7505 0.7500
S2 0.7480 0.7480 0.7502
S3 0.7455 0.7469 0.7500
S4 0.7430 0.7444 0.7493
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 0.7476 0.0082 1.1% 0.0041 0.5% 38% False False 566
10 0.7658 0.7476 0.0182 2.4% 0.0046 0.6% 17% False False 402
20 0.7703 0.7476 0.0227 3.0% 0.0057 0.8% 14% False False 289
40 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 22% False False 224
60 0.7786 0.7428 0.0358 4.8% 0.0060 0.8% 22% False False 200
80 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 22% False False 159
100 0.8061 0.7428 0.0633 8.4% 0.0052 0.7% 12% False False 131
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7582
1.618 0.7557
1.000 0.7542
0.618 0.7532
HIGH 0.7517
0.618 0.7507
0.500 0.7505
0.382 0.7502
LOW 0.7492
0.618 0.7477
1.000 0.7467
1.618 0.7452
2.618 0.7427
4.250 0.7386
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 0.7506 0.7506
PP 0.7505 0.7505
S1 0.7505 0.7505

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

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