CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 0.7709 0.7668 -0.0041 -0.5% 0.7813
High 0.7724 0.7713 -0.0011 -0.1% 0.7838
Low 0.7709 0.7664 -0.0045 -0.6% 0.7690
Close 0.7709 0.7669 -0.0040 -0.5% 0.7690
Range 0.0015 0.0049 0.0034 226.7% 0.0148
ATR 0.0037 0.0038 0.0001 2.4% 0.0000
Volume 0 51 51 39
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7829 0.7798 0.7696
R3 0.7780 0.7749 0.7682
R2 0.7731 0.7731 0.7678
R1 0.7700 0.7700 0.7673 0.7716
PP 0.7682 0.7682 0.7682 0.7690
S1 0.7651 0.7651 0.7665 0.7667
S2 0.7633 0.7633 0.7660
S3 0.7584 0.7602 0.7656
S4 0.7535 0.7553 0.7642
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8183 0.8085 0.7771
R3 0.8035 0.7937 0.7731
R2 0.7887 0.7887 0.7717
R1 0.7789 0.7789 0.7704 0.7764
PP 0.7739 0.7739 0.7739 0.7727
S1 0.7641 0.7641 0.7676 0.7616
S2 0.7591 0.7591 0.7663
S3 0.7443 0.7493 0.7649
S4 0.7295 0.7345 0.7609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7728 0.7664 0.0064 0.8% 0.0022 0.3% 8% False True 11
10 0.7864 0.7664 0.0200 2.6% 0.0031 0.4% 3% False True 9
20 0.8094 0.7664 0.0430 5.6% 0.0026 0.3% 1% False True 15
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 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7921
2.618 0.7841
1.618 0.7792
1.000 0.7762
0.618 0.7743
HIGH 0.7713
0.618 0.7694
0.500 0.7689
0.382 0.7683
LOW 0.7664
0.618 0.7634
1.000 0.7615
1.618 0.7585
2.618 0.7536
4.250 0.7456
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 0.7689 0.7694
PP 0.7682 0.7686
S1 0.7676 0.7677

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.