CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 0.7850 0.7838 -0.0012 -0.2% 0.8051
High 0.7850 0.7838 -0.0012 -0.2% 0.8061
Low 0.7817 0.7832 0.0015 0.2% 0.7900
Close 0.7841 0.7832 -0.0009 -0.1% 0.7943
Range 0.0033 0.0006 -0.0027 -81.8% 0.0161
ATR 0.0038 0.0036 -0.0002 -5.4% 0.0000
Volume 47 28 -19 -40.4% 93
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7852 0.7848 0.7835
R3 0.7846 0.7842 0.7834
R2 0.7840 0.7840 0.7833
R1 0.7836 0.7836 0.7833 0.7835
PP 0.7834 0.7834 0.7834 0.7834
S1 0.7830 0.7830 0.7831 0.7829
S2 0.7828 0.7828 0.7831
S3 0.7822 0.7824 0.7830
S4 0.7816 0.7818 0.7829
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8451 0.8358 0.8032
R3 0.8290 0.8197 0.7987
R2 0.8129 0.8129 0.7973
R1 0.8036 0.8036 0.7958 0.8002
PP 0.7968 0.7968 0.7968 0.7951
S1 0.7875 0.7875 0.7928 0.7841
S2 0.7807 0.7807 0.7913
S3 0.7646 0.7714 0.7899
S4 0.7485 0.7553 0.7854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7960 0.7817 0.0143 1.8% 0.0028 0.4% 10% False False 41
10 0.8094 0.7817 0.0277 3.5% 0.0021 0.3% 5% False False 21
20 0.8153 0.7817 0.0336 4.3% 0.0011 0.1% 4% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7864
2.618 0.7854
1.618 0.7848
1.000 0.7844
0.618 0.7842
HIGH 0.7838
0.618 0.7836
0.500 0.7835
0.382 0.7834
LOW 0.7832
0.618 0.7828
1.000 0.7826
1.618 0.7822
2.618 0.7816
4.250 0.7807
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 0.7835 0.7858
PP 0.7834 0.7849
S1 0.7833 0.7841

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

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