CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 0.7482 0.7516 0.0034 0.5% 0.7502
High 0.7524 0.7528 0.0004 0.1% 0.7546
Low 0.7482 0.7497 0.0015 0.2% 0.7476
Close 0.7523 0.7521 -0.0002 0.0% 0.7494
Range 0.0042 0.0031 -0.0011 -26.2% 0.0070
ATR 0.0051 0.0050 -0.0001 -2.8% 0.0000
Volume 2,774 439 -2,335 -84.2% 3,274
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7608 0.7596 0.7538
R3 0.7577 0.7565 0.7530
R2 0.7546 0.7546 0.7527
R1 0.7534 0.7534 0.7524 0.7540
PP 0.7515 0.7515 0.7515 0.7519
S1 0.7503 0.7503 0.7518 0.7509
S2 0.7484 0.7484 0.7515
S3 0.7453 0.7472 0.7512
S4 0.7422 0.7441 0.7504
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% 0.0039 0.5% 74% False False 1,350
10 0.7558 0.7450 0.0108 1.4% 0.0041 0.5% 66% False False 974
20 0.7665 0.7450 0.0215 2.9% 0.0047 0.6% 33% False False 573
40 0.7786 0.7450 0.0336 4.5% 0.0056 0.7% 21% False False 381
60 0.7786 0.7428 0.0358 4.8% 0.0056 0.7% 26% False False 308
80 0.7786 0.7428 0.0358 4.8% 0.0059 0.8% 26% False False 246
100 0.7864 0.7428 0.0436 5.8% 0.0053 0.7% 21% False False 199
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7660
2.618 0.7609
1.618 0.7578
1.000 0.7559
0.618 0.7547
HIGH 0.7528
0.618 0.7516
0.500 0.7513
0.382 0.7509
LOW 0.7497
0.618 0.7478
1.000 0.7466
1.618 0.7447
2.618 0.7416
4.250 0.7365
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 0.7518 0.7510
PP 0.7515 0.7500
S1 0.7513 0.7489

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

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