CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 0.7521 0.7483 -0.0038 -0.5% 0.7502
High 0.7528 0.7495 -0.0033 -0.4% 0.7546
Low 0.7487 0.7450 -0.0037 -0.5% 0.7476
Close 0.7494 0.7477 -0.0017 -0.2% 0.7494
Range 0.0041 0.0045 0.0004 9.8% 0.0070
ATR 0.0052 0.0052 -0.0001 -1.0% 0.0000
Volume 409 2,623 2,214 541.3% 3,274
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7609 0.7588 0.7502
R3 0.7564 0.7543 0.7489
R2 0.7519 0.7519 0.7485
R1 0.7498 0.7498 0.7481 0.7486
PP 0.7474 0.7474 0.7474 0.7468
S1 0.7453 0.7453 0.7473 0.7441
S2 0.7429 0.7429 0.7469
S3 0.7384 0.7408 0.7465
S4 0.7339 0.7363 0.7452
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7715 0.7675 0.7533
R3 0.7645 0.7605 0.7513
R2 0.7575 0.7575 0.7507
R1 0.7535 0.7535 0.7500 0.7520
PP 0.7505 0.7505 0.7505 0.7498
S1 0.7465 0.7465 0.7488 0.7450
S2 0.7435 0.7435 0.7481
S3 0.7365 0.7395 0.7475
S4 0.7295 0.7325 0.7456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7546 0.7450 0.0096 1.3% 0.0037 0.5% 28% False True 849
10 0.7558 0.7450 0.0108 1.4% 0.0039 0.5% 25% False True 686
20 0.7665 0.7450 0.0215 2.9% 0.0052 0.7% 13% False True 445
40 0.7786 0.7428 0.0358 4.8% 0.0057 0.8% 14% False False 305
60 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 14% False False 259
80 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 14% False False 206
100 0.7899 0.7428 0.0471 6.3% 0.0053 0.7% 10% False False 168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7686
2.618 0.7613
1.618 0.7568
1.000 0.7540
0.618 0.7523
HIGH 0.7495
0.618 0.7478
0.500 0.7473
0.382 0.7467
LOW 0.7450
0.618 0.7422
1.000 0.7405
1.618 0.7377
2.618 0.7332
4.250 0.7259
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 0.7476 0.7498
PP 0.7474 0.7491
S1 0.7473 0.7484

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

View Archives - Comment on this page... - Back to Index of Symbols