CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 0.7516 0.7525 0.0009 0.1% 0.7648
High 0.7547 0.7548 0.0001 0.0% 0.7668
Low 0.7511 0.7517 0.0006 0.1% 0.7505
Close 0.7528 0.7531 0.0003 0.0% 0.7517
Range 0.0036 0.0031 -0.0005 -13.9% 0.0163
ATR 0.0066 0.0063 -0.0002 -3.8% 0.0000
Volume 43,668 42,719 -949 -2.2% 254,414
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7625 0.7609 0.7548
R3 0.7594 0.7578 0.7540
R2 0.7563 0.7563 0.7537
R1 0.7547 0.7547 0.7534 0.7555
PP 0.7532 0.7532 0.7532 0.7536
S1 0.7516 0.7516 0.7528 0.7524
S2 0.7501 0.7501 0.7525
S3 0.7470 0.7485 0.7522
S4 0.7439 0.7454 0.7514
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8052 0.7948 0.7607
R3 0.7889 0.7785 0.7562
R2 0.7726 0.7726 0.7547
R1 0.7622 0.7622 0.7532 0.7593
PP 0.7563 0.7563 0.7563 0.7549
S1 0.7459 0.7459 0.7502 0.7430
S2 0.7400 0.7400 0.7487
S3 0.7237 0.7296 0.7472
S4 0.7074 0.7133 0.7427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7663 0.7505 0.0158 2.1% 0.0054 0.7% 16% False False 49,941
10 0.7668 0.7505 0.0163 2.2% 0.0063 0.8% 16% False False 54,114
20 0.7791 0.7505 0.0286 3.8% 0.0065 0.9% 9% False False 55,433
40 0.7791 0.7428 0.0363 4.8% 0.0065 0.9% 28% False False 57,549
60 0.7791 0.7428 0.0363 4.8% 0.0067 0.9% 28% False False 44,238
80 0.7791 0.7428 0.0363 4.8% 0.0066 0.9% 28% False False 33,276
100 0.8165 0.7428 0.0737 9.8% 0.0065 0.9% 14% False False 26,681
120 0.8216 0.7428 0.0788 10.5% 0.0063 0.8% 13% False False 22,265
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7629
1.618 0.7598
1.000 0.7579
0.618 0.7567
HIGH 0.7548
0.618 0.7536
0.500 0.7533
0.382 0.7529
LOW 0.7517
0.618 0.7498
1.000 0.7486
1.618 0.7467
2.618 0.7436
4.250 0.7385
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 0.7533 0.7552
PP 0.7532 0.7545
S1 0.7532 0.7538

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

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