CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 0.7486 0.7475 -0.0011 -0.1% 0.7479
High 0.7508 0.7476 -0.0032 -0.4% 0.7522
Low 0.7453 0.7392 -0.0061 -0.8% 0.7453
Close 0.7474 0.7398 -0.0076 -1.0% 0.7474
Range 0.0055 0.0084 0.0029 52.7% 0.0069
ATR 0.0051 0.0053 0.0002 4.7% 0.0000
Volume 4,480 28,273 23,793 531.1% 14,996
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7674 0.7620 0.7444
R3 0.7590 0.7536 0.7421
R2 0.7506 0.7506 0.7413
R1 0.7452 0.7452 0.7406 0.7437
PP 0.7422 0.7422 0.7422 0.7415
S1 0.7368 0.7368 0.7390 0.7353
S2 0.7338 0.7338 0.7383
S3 0.7254 0.7284 0.7375
S4 0.7170 0.7200 0.7352
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7690 0.7651 0.7512
R3 0.7621 0.7582 0.7493
R2 0.7552 0.7552 0.7487
R1 0.7513 0.7513 0.7480 0.7498
PP 0.7483 0.7483 0.7483 0.7476
S1 0.7444 0.7444 0.7468 0.7429
S2 0.7414 0.7414 0.7461
S3 0.7345 0.7375 0.7455
S4 0.7276 0.7306 0.7436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7522 0.7392 0.0130 1.8% 0.0060 0.8% 5% False True 8,426
10 0.7528 0.7392 0.0136 1.8% 0.0051 0.7% 4% False True 4,962
20 0.7558 0.7392 0.0166 2.2% 0.0045 0.6% 4% False True 2,701
40 0.7786 0.7392 0.0394 5.3% 0.0056 0.8% 2% False True 1,447
60 0.7786 0.7392 0.0394 5.3% 0.0055 0.7% 2% False True 1,007
80 0.7786 0.7392 0.0394 5.3% 0.0058 0.8% 2% False True 792
100 0.7786 0.7392 0.0394 5.3% 0.0055 0.7% 2% False True 637
120 0.8149 0.7392 0.0757 10.2% 0.0049 0.7% 1% False True 533
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 0.0013
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7696
1.618 0.7612
1.000 0.7560
0.618 0.7528
HIGH 0.7476
0.618 0.7444
0.500 0.7434
0.382 0.7424
LOW 0.7392
0.618 0.7340
1.000 0.7308
1.618 0.7256
2.618 0.7172
4.250 0.7035
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 0.7434 0.7457
PP 0.7422 0.7437
S1 0.7410 0.7418

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

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