CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 0.7484 0.7490 0.0006 0.1% 0.7483
High 0.7513 0.7522 0.0009 0.1% 0.7528
Low 0.7458 0.7463 0.0005 0.1% 0.7450
Close 0.7482 0.7496 0.0014 0.2% 0.7485
Range 0.0055 0.0059 0.0004 7.3% 0.0078
ATR 0.0050 0.0050 0.0001 1.3% 0.0000
Volume 2,686 4,654 1,968 73.3% 6,352
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7671 0.7642 0.7528
R3 0.7612 0.7583 0.7512
R2 0.7553 0.7553 0.7507
R1 0.7524 0.7524 0.7501 0.7539
PP 0.7494 0.7494 0.7494 0.7501
S1 0.7465 0.7465 0.7491 0.7480
S2 0.7435 0.7435 0.7485
S3 0.7376 0.7406 0.7480
S4 0.7317 0.7347 0.7464
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7722 0.7681 0.7528
R3 0.7644 0.7603 0.7506
R2 0.7566 0.7566 0.7499
R1 0.7525 0.7525 0.7492 0.7545
PP 0.7488 0.7488 0.7488 0.7498
S1 0.7447 0.7447 0.7478 0.7468
S2 0.7410 0.7410 0.7471
S3 0.7332 0.7369 0.7464
S4 0.7254 0.7291 0.7442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7525 0.7458 0.0067 0.9% 0.0051 0.7% 57% False False 2,206
10 0.7546 0.7450 0.0096 1.3% 0.0045 0.6% 48% False False 1,778
20 0.7604 0.7450 0.0154 2.1% 0.0043 0.6% 30% False False 1,096
40 0.7786 0.7450 0.0336 4.5% 0.0055 0.7% 14% False False 636
60 0.7786 0.7428 0.0358 4.8% 0.0055 0.7% 19% False False 467
80 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 19% False False 383
100 0.7835 0.7428 0.0407 5.4% 0.0055 0.7% 17% False False 309
120 0.8153 0.7428 0.0725 9.7% 0.0048 0.6% 9% False False 260
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 True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7676
1.618 0.7617
1.000 0.7581
0.618 0.7558
HIGH 0.7522
0.618 0.7499
0.500 0.7493
0.382 0.7486
LOW 0.7463
0.618 0.7427
1.000 0.7404
1.618 0.7368
2.618 0.7309
4.250 0.7212
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 0.7495 0.7494
PP 0.7494 0.7492
S1 0.7493 0.7490

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

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