CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 0.7774 0.7743 -0.0031 -0.4% 0.7718
High 0.7779 0.7747 -0.0032 -0.4% 0.7791
Low 0.7725 0.7672 -0.0053 -0.7% 0.7643
Close 0.7743 0.7675 -0.0068 -0.9% 0.7743
Range 0.0054 0.0075 0.0021 38.9% 0.0148
ATR 0.0066 0.0066 0.0001 1.0% 0.0000
Volume 46,122 46,212 90 0.2% 265,968
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7923 0.7874 0.7716
R3 0.7848 0.7799 0.7696
R2 0.7773 0.7773 0.7689
R1 0.7724 0.7724 0.7682 0.7711
PP 0.7698 0.7698 0.7698 0.7692
S1 0.7649 0.7649 0.7668 0.7636
S2 0.7623 0.7623 0.7661
S3 0.7548 0.7574 0.7654
S4 0.7473 0.7499 0.7634
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8170 0.8104 0.7824
R3 0.8022 0.7956 0.7784
R2 0.7874 0.7874 0.7770
R1 0.7808 0.7808 0.7757 0.7841
PP 0.7726 0.7726 0.7726 0.7742
S1 0.7660 0.7660 0.7729 0.7693
S2 0.7578 0.7578 0.7716
S3 0.7430 0.7512 0.7702
S4 0.7282 0.7364 0.7662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7791 0.7643 0.0148 1.9% 0.0069 0.9% 22% False False 54,720
10 0.7791 0.7612 0.0179 2.3% 0.0066 0.9% 35% False False 54,065
20 0.7791 0.7428 0.0363 4.7% 0.0062 0.8% 68% False False 56,074
40 0.7791 0.7428 0.0363 4.7% 0.0069 0.9% 68% False False 43,821
60 0.7791 0.7428 0.0363 4.7% 0.0068 0.9% 68% False False 29,372
80 0.8107 0.7428 0.0679 8.8% 0.0065 0.8% 36% False False 22,116
100 0.8216 0.7428 0.0788 10.3% 0.0063 0.8% 31% False False 17,722
120 0.8364 0.7428 0.0936 12.2% 0.0060 0.8% 26% False False 14,781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8066
2.618 0.7943
1.618 0.7868
1.000 0.7822
0.618 0.7793
HIGH 0.7747
0.618 0.7718
0.500 0.7710
0.382 0.7701
LOW 0.7672
0.618 0.7626
1.000 0.7597
1.618 0.7551
2.618 0.7476
4.250 0.7353
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 0.7710 0.7732
PP 0.7698 0.7713
S1 0.7687 0.7694

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

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