CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 0.7502 0.7515 0.0013 0.2% 0.7511
High 0.7516 0.7546 0.0030 0.4% 0.7558
Low 0.7478 0.7511 0.0033 0.4% 0.7489
Close 0.7496 0.7522 0.0026 0.3% 0.7512
Range 0.0038 0.0035 -0.0003 -7.9% 0.0069
ATR 0.0053 0.0053 0.0000 -0.4% 0.0000
Volume 265 506 241 90.9% 1,127
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7631 0.7612 0.7541
R3 0.7596 0.7577 0.7532
R2 0.7561 0.7561 0.7528
R1 0.7542 0.7542 0.7525 0.7552
PP 0.7526 0.7526 0.7526 0.7531
S1 0.7507 0.7507 0.7519 0.7517
S2 0.7491 0.7491 0.7516
S3 0.7456 0.7472 0.7512
S4 0.7421 0.7437 0.7503
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 0.7546 0.7476 0.0070 0.9% 0.0037 0.5% 66% True False 653
10 0.7595 0.7476 0.0119 1.6% 0.0043 0.6% 39% False False 454
20 0.7665 0.7476 0.0189 2.5% 0.0054 0.7% 24% False False 308
40 0.7786 0.7428 0.0358 4.8% 0.0057 0.8% 26% False False 234
60 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 26% False False 210
80 0.7786 0.7428 0.0358 4.8% 0.0059 0.8% 26% False False 169
100 0.7960 0.7428 0.0532 7.1% 0.0053 0.7% 18% False False 139
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7638
1.618 0.7603
1.000 0.7581
0.618 0.7568
HIGH 0.7546
0.618 0.7533
0.500 0.7529
0.382 0.7524
LOW 0.7511
0.618 0.7489
1.000 0.7476
1.618 0.7454
2.618 0.7419
4.250 0.7362
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 0.7529 0.7519
PP 0.7526 0.7515
S1 0.7524 0.7512

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

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