CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 0.7501 0.7521 0.0020 0.3% 0.7493
High 0.7524 0.7524 0.0000 0.0% 0.7548
Low 0.7501 0.7517 0.0016 0.2% 0.7480
Close 0.7524 0.7522 -0.0002 0.0% 0.7494
Range 0.0023 0.0007 -0.0016 -69.6% 0.0068
ATR 0.0043 0.0041 -0.0003 -6.0% 0.0000
Volume 13 41 28 215.4% 144
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7542 0.7539 0.7526
R3 0.7535 0.7532 0.7524
R2 0.7528 0.7528 0.7523
R1 0.7525 0.7525 0.7523 0.7527
PP 0.7521 0.7521 0.7521 0.7522
S1 0.7518 0.7518 0.7521 0.7520
S2 0.7514 0.7514 0.7521
S3 0.7507 0.7511 0.7520
S4 0.7500 0.7504 0.7518
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7711 0.7671 0.7531
R3 0.7643 0.7603 0.7513
R2 0.7575 0.7575 0.7506
R1 0.7535 0.7535 0.7500 0.7555
PP 0.7507 0.7507 0.7507 0.7518
S1 0.7467 0.7467 0.7488 0.7487
S2 0.7439 0.7439 0.7482
S3 0.7371 0.7399 0.7475
S4 0.7303 0.7331 0.7457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7548 0.7460 0.0088 1.2% 0.0018 0.2% 70% False False 16
10 0.7557 0.7460 0.0097 1.3% 0.0024 0.3% 64% False False 24
20 0.7662 0.7460 0.0202 2.7% 0.0034 0.5% 31% False False 38
40 0.7783 0.7460 0.0323 4.3% 0.0041 0.5% 19% False False 33
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7554
2.618 0.7542
1.618 0.7535
1.000 0.7531
0.618 0.7528
HIGH 0.7524
0.618 0.7521
0.500 0.7521
0.382 0.7520
LOW 0.7517
0.618 0.7513
1.000 0.7510
1.618 0.7506
2.618 0.7499
4.250 0.7487
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 0.7522 0.7512
PP 0.7521 0.7502
S1 0.7521 0.7492

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

View Archives - Comment on this page... - Back to Index of Symbols