CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 0.7280 0.7285 0.0005 0.1% 0.7477
High 0.7310 0.7314 0.0004 0.1% 0.7479
Low 0.7257 0.7284 0.0027 0.4% 0.7268
Close 0.7279 0.7286 0.0007 0.1% 0.7280
Range 0.0053 0.0030 -0.0023 -43.4% 0.0211
ATR 0.0058 0.0056 -0.0002 -2.8% 0.0000
Volume 6,860 735 -6,125 -89.3% 430,155
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7385 0.7365 0.7303
R3 0.7355 0.7335 0.7294
R2 0.7325 0.7325 0.7292
R1 0.7305 0.7305 0.7289 0.7315
PP 0.7295 0.7295 0.7295 0.7300
S1 0.7275 0.7275 0.7283 0.7285
S2 0.7265 0.7265 0.7281
S3 0.7235 0.7245 0.7278
S4 0.7205 0.7215 0.7270
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7975 0.7839 0.7396
R3 0.7764 0.7628 0.7338
R2 0.7553 0.7553 0.7319
R1 0.7417 0.7417 0.7299 0.7380
PP 0.7342 0.7342 0.7342 0.7324
S1 0.7206 0.7206 0.7261 0.7169
S2 0.7131 0.7131 0.7241
S3 0.6920 0.6995 0.7222
S4 0.6709 0.6784 0.7164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7398 0.7257 0.0141 1.9% 0.0053 0.7% 21% False False 49,306
10 0.7522 0.7257 0.0265 3.6% 0.0059 0.8% 11% False False 67,446
20 0.7547 0.7257 0.0290 4.0% 0.0052 0.7% 10% False False 60,833
40 0.7728 0.7257 0.0471 6.5% 0.0056 0.8% 6% False False 57,993
60 0.7791 0.7257 0.0534 7.3% 0.0058 0.8% 5% False False 57,353
80 0.7791 0.7257 0.0534 7.3% 0.0062 0.9% 5% False False 50,907
100 0.7791 0.7257 0.0534 7.3% 0.0063 0.9% 5% False False 40,821
120 0.8107 0.7257 0.0850 11.7% 0.0062 0.9% 3% False False 34,075
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 0.0014
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7442
2.618 0.7393
1.618 0.7363
1.000 0.7344
0.618 0.7333
HIGH 0.7314
0.618 0.7303
0.500 0.7299
0.382 0.7295
LOW 0.7284
0.618 0.7265
1.000 0.7254
1.618 0.7235
2.618 0.7205
4.250 0.7157
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 0.7299 0.7297
PP 0.7295 0.7293
S1 0.7290 0.7290

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

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