CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 0.7672 0.7653 -0.0019 -0.2% 0.7497
High 0.7706 0.7702 -0.0004 -0.1% 0.7604
Low 0.7647 0.7646 -0.0001 0.0% 0.7428
Close 0.7654 0.7686 0.0032 0.4% 0.7580
Range 0.0059 0.0056 -0.0003 -5.1% 0.0176
ATR 0.0065 0.0064 -0.0001 -1.0% 0.0000
Volume 65,563 52,770 -12,793 -19.5% 294,876
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7846 0.7822 0.7717
R3 0.7790 0.7766 0.7701
R2 0.7734 0.7734 0.7696
R1 0.7710 0.7710 0.7691 0.7722
PP 0.7678 0.7678 0.7678 0.7684
S1 0.7654 0.7654 0.7681 0.7666
S2 0.7622 0.7622 0.7676
S3 0.7566 0.7598 0.7671
S4 0.7510 0.7542 0.7655
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8065 0.7999 0.7677
R3 0.7889 0.7823 0.7628
R2 0.7713 0.7713 0.7612
R1 0.7647 0.7647 0.7596 0.7680
PP 0.7537 0.7537 0.7537 0.7554
S1 0.7471 0.7471 0.7564 0.7504
S2 0.7361 0.7361 0.7548
S3 0.7185 0.7295 0.7532
S4 0.7009 0.7119 0.7483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7706 0.7539 0.0167 2.2% 0.0061 0.8% 88% False False 55,265
10 0.7706 0.7428 0.0278 3.6% 0.0057 0.7% 93% False False 56,609
20 0.7706 0.7428 0.0278 3.6% 0.0059 0.8% 93% False False 60,048
40 0.7710 0.7428 0.0282 3.7% 0.0067 0.9% 91% False False 34,657
60 0.7768 0.7428 0.0340 4.4% 0.0064 0.8% 76% False False 23,242
80 0.8216 0.7428 0.0788 10.3% 0.0064 0.8% 33% False False 17,485
100 0.8216 0.7428 0.0788 10.3% 0.0061 0.8% 33% False False 14,022
120 0.8364 0.7428 0.0936 12.2% 0.0058 0.8% 28% False False 11,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7940
2.618 0.7849
1.618 0.7793
1.000 0.7758
0.618 0.7737
HIGH 0.7702
0.618 0.7681
0.500 0.7674
0.382 0.7667
LOW 0.7646
0.618 0.7611
1.000 0.7590
1.618 0.7555
2.618 0.7499
4.250 0.7408
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 0.7682 0.7677
PP 0.7678 0.7668
S1 0.7674 0.7659

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

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