CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 0.7177 0.7161 -0.0016 -0.2% 0.7281
High 0.7188 0.7187 -0.0001 0.0% 0.7314
Low 0.7146 0.7161 0.0015 0.2% 0.7143
Close 0.7165 0.7175 0.0010 0.1% 0.7181
Range 0.0042 0.0026 -0.0016 -38.1% 0.0171
ATR 0.0060 0.0058 -0.0002 -4.1% 0.0000
Volume 40,195 31,935 -8,260 -20.5% 333,759
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7252 0.7240 0.7189
R3 0.7226 0.7214 0.7182
R2 0.7200 0.7200 0.7180
R1 0.7188 0.7188 0.7177 0.7194
PP 0.7174 0.7174 0.7174 0.7178
S1 0.7162 0.7162 0.7173 0.7168
S2 0.7148 0.7148 0.7170
S3 0.7122 0.7136 0.7168
S4 0.7096 0.7110 0.7161
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7726 0.7624 0.7275
R3 0.7555 0.7453 0.7228
R2 0.7384 0.7384 0.7212
R1 0.7282 0.7282 0.7197 0.7248
PP 0.7213 0.7213 0.7213 0.7195
S1 0.7111 0.7111 0.7165 0.7077
S2 0.7042 0.7042 0.7150
S3 0.6871 0.6940 0.7134
S4 0.6700 0.6769 0.7087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7284 0.7143 0.0141 2.0% 0.0064 0.9% 23% False False 56,207
10 0.7398 0.7143 0.0255 3.6% 0.0061 0.8% 13% False False 61,044
20 0.7528 0.7143 0.0385 5.4% 0.0057 0.8% 8% False False 35,016
40 0.7665 0.7143 0.0522 7.3% 0.0054 0.8% 6% False False 17,730
60 0.7786 0.7143 0.0643 9.0% 0.0057 0.8% 5% False False 11,875
80 0.7786 0.7143 0.0643 9.0% 0.0057 0.8% 5% False False 8,948
100 0.7786 0.7143 0.0643 9.0% 0.0058 0.8% 5% False False 7,168
120 0.7899 0.7143 0.0756 10.5% 0.0054 0.7% 4% False False 5,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7298
2.618 0.7255
1.618 0.7229
1.000 0.7213
0.618 0.7203
HIGH 0.7187
0.618 0.7177
0.500 0.7174
0.382 0.7171
LOW 0.7161
0.618 0.7145
1.000 0.7135
1.618 0.7119
2.618 0.7093
4.250 0.7051
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 0.7175 0.7181
PP 0.7174 0.7179
S1 0.7174 0.7177

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

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