CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 0.7229 0.7208 -0.0021 -0.3% 0.7177
High 0.7232 0.7236 0.0004 0.1% 0.7238
Low 0.7182 0.7194 0.0012 0.2% 0.7146
Close 0.7198 0.7233 0.0035 0.5% 0.7221
Range 0.0050 0.0042 -0.0008 -16.0% 0.0092
ATR 0.0056 0.0055 -0.0001 -1.7% 0.0000
Volume 36,719 35,267 -1,452 -4.0% 136,885
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7347 0.7332 0.7256
R3 0.7305 0.7290 0.7245
R2 0.7263 0.7263 0.7241
R1 0.7248 0.7248 0.7237 0.7256
PP 0.7221 0.7221 0.7221 0.7225
S1 0.7206 0.7206 0.7229 0.7214
S2 0.7179 0.7179 0.7225
S3 0.7137 0.7164 0.7221
S4 0.7095 0.7122 0.7210
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7478 0.7441 0.7272
R3 0.7386 0.7349 0.7246
R2 0.7294 0.7294 0.7238
R1 0.7257 0.7257 0.7229 0.7276
PP 0.7202 0.7202 0.7202 0.7211
S1 0.7165 0.7165 0.7213 0.7184
S2 0.7110 0.7110 0.7204
S3 0.7018 0.7073 0.7196
S4 0.6926 0.6981 0.7170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7240 0.7174 0.0066 0.9% 0.0047 0.6% 89% False False 29,978
10 0.7258 0.7143 0.0115 1.6% 0.0054 0.7% 78% False False 40,986
20 0.7522 0.7143 0.0379 5.2% 0.0058 0.8% 24% False False 44,371
40 0.7658 0.7143 0.0515 7.1% 0.0051 0.7% 17% False False 22,621
60 0.7786 0.7143 0.0643 8.9% 0.0056 0.8% 14% False False 15,139
80 0.7786 0.7143 0.0643 8.9% 0.0055 0.8% 14% False False 11,388
100 0.7786 0.7143 0.0643 8.9% 0.0058 0.8% 14% False False 9,134
120 0.7836 0.7143 0.0693 9.6% 0.0055 0.8% 13% False False 7,614
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7415
2.618 0.7346
1.618 0.7304
1.000 0.7278
0.618 0.7262
HIGH 0.7236
0.618 0.7220
0.500 0.7215
0.382 0.7210
LOW 0.7194
0.618 0.7168
1.000 0.7152
1.618 0.7126
2.618 0.7084
4.250 0.7016
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 0.7227 0.7224
PP 0.7221 0.7216
S1 0.7215 0.7207

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

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