CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 0.8093 0.8080 -0.0013 -0.2% 0.8090
High 0.8093 0.8080 -0.0013 -0.2% 0.8153
Low 0.8093 0.8080 -0.0013 -0.2% 0.8090
Close 0.8093 0.8080 -0.0013 -0.2% 0.8130
Range
ATR
Volume
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8080 0.8080 0.8080
R3 0.8080 0.8080 0.8080
R2 0.8080 0.8080 0.8080
R1 0.8080 0.8080 0.8080 0.8080
PP 0.8080 0.8080 0.8080 0.8080
S1 0.8080 0.8080 0.8080 0.8080
S2 0.8080 0.8080 0.8080
S3 0.8080 0.8080 0.8080
S4 0.8080 0.8080 0.8080
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8313 0.8285 0.8165
R3 0.8250 0.8222 0.8147
R2 0.8187 0.8187 0.8142
R1 0.8159 0.8159 0.8136 0.8173
PP 0.8124 0.8124 0.8124 0.8132
S1 0.8096 0.8096 0.8124 0.8110
S2 0.8061 0.8061 0.8118
S3 0.7998 0.8033 0.8113
S4 0.7935 0.7970 0.8095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8153 0.8080 0.0073 0.9% 0.0000 0.0% 0% False True
10 0.8153 0.8080 0.0073 0.9% 0.0002 0.0% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8080
2.618 0.8080
1.618 0.8080
1.000 0.8080
0.618 0.8080
HIGH 0.8080
0.618 0.8080
0.500 0.8080
0.382 0.8080
LOW 0.8080
0.618 0.8080
1.000 0.8080
1.618 0.8080
2.618 0.8080
4.250 0.8080
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 0.8080 0.8105
PP 0.8080 0.8097
S1 0.8080 0.8088

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

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