CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 0.7186 0.7222 0.0036 0.5% 0.7281
High 0.7228 0.7238 0.0010 0.1% 0.7314
Low 0.7175 0.7209 0.0034 0.5% 0.7143
Close 0.7217 0.7221 0.0004 0.1% 0.7181
Range 0.0053 0.0029 -0.0024 -45.3% 0.0171
ATR 0.0057 0.0055 -0.0002 -3.5% 0.0000
Volume 46,801 17,954 -28,847 -61.6% 333,759
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7310 0.7294 0.7237
R3 0.7281 0.7265 0.7229
R2 0.7252 0.7252 0.7226
R1 0.7236 0.7236 0.7224 0.7230
PP 0.7223 0.7223 0.7223 0.7219
S1 0.7207 0.7207 0.7218 0.7201
S2 0.7194 0.7194 0.7216
S3 0.7165 0.7178 0.7213
S4 0.7136 0.7149 0.7205
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 0.7238 0.7143 0.0095 1.3% 0.0045 0.6% 82% True False 41,437
10 0.7336 0.7143 0.0193 2.7% 0.0057 0.8% 40% False False 55,573
20 0.7525 0.7143 0.0382 5.3% 0.0057 0.8% 20% False False 38,093
40 0.7665 0.7143 0.0522 7.2% 0.0052 0.7% 15% False False 19,333
60 0.7786 0.7143 0.0643 8.9% 0.0056 0.8% 12% False False 12,951
80 0.7786 0.7143 0.0643 8.9% 0.0056 0.8% 12% False False 9,755
100 0.7786 0.7143 0.0643 8.9% 0.0058 0.8% 12% False False 7,815
120 0.7864 0.7143 0.0721 10.0% 0.0054 0.7% 11% False False 6,515
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7361
2.618 0.7314
1.618 0.7285
1.000 0.7267
0.618 0.7256
HIGH 0.7238
0.618 0.7227
0.500 0.7224
0.382 0.7220
LOW 0.7209
0.618 0.7191
1.000 0.7180
1.618 0.7162
2.618 0.7133
4.250 0.7086
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 0.7224 0.7214
PP 0.7223 0.7207
S1 0.7222 0.7200

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

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