CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 0.7497 0.7502 0.0005 0.1% 0.7511
High 0.7517 0.7516 -0.0001 0.0% 0.7558
Low 0.7492 0.7478 -0.0014 -0.2% 0.7489
Close 0.7507 0.7496 -0.0011 -0.1% 0.7512
Range 0.0025 0.0038 0.0013 52.0% 0.0069
ATR 0.0054 0.0053 -0.0001 -2.2% 0.0000
Volume 443 265 -178 -40.2% 1,127
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7611 0.7591 0.7517
R3 0.7573 0.7553 0.7506
R2 0.7535 0.7535 0.7503
R1 0.7515 0.7515 0.7499 0.7506
PP 0.7497 0.7497 0.7497 0.7492
S1 0.7477 0.7477 0.7493 0.7468
S2 0.7459 0.7459 0.7489
S3 0.7421 0.7439 0.7486
S4 0.7383 0.7401 0.7475
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% 0.0043 0.6% 24% False False 598
10 0.7604 0.7476 0.0128 1.7% 0.0042 0.6% 16% False False 415
20 0.7665 0.7476 0.0189 2.5% 0.0054 0.7% 11% False False 291
40 0.7786 0.7428 0.0358 4.8% 0.0057 0.8% 19% False False 226
60 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 19% False False 203
80 0.7786 0.7428 0.0358 4.8% 0.0059 0.8% 19% False False 162
100 0.7998 0.7428 0.0570 7.6% 0.0053 0.7% 12% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7677
2.618 0.7615
1.618 0.7577
1.000 0.7554
0.618 0.7539
HIGH 0.7516
0.618 0.7501
0.500 0.7497
0.382 0.7493
LOW 0.7478
0.618 0.7455
1.000 0.7440
1.618 0.7417
2.618 0.7379
4.250 0.7317
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 0.7497 0.7498
PP 0.7497 0.7497
S1 0.7496 0.7497

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

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