CME Canadian Dollar Future March 2016


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 0.7511 0.7530 0.0019 0.3% 0.7650
High 0.7545 0.7546 0.0001 0.0% 0.7665
Low 0.7509 0.7517 0.0008 0.1% 0.7507
Close 0.7527 0.7530 0.0003 0.0% 0.7516
Range 0.0036 0.0029 -0.0007 -19.4% 0.0158
ATR 0.0063 0.0061 -0.0002 -3.9% 0.0000
Volume 156 233 77 49.4% 1,031
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7618 0.7603 0.7546
R3 0.7589 0.7574 0.7538
R2 0.7560 0.7560 0.7535
R1 0.7545 0.7545 0.7533 0.7545
PP 0.7531 0.7531 0.7531 0.7531
S1 0.7516 0.7516 0.7527 0.7516
S2 0.7502 0.7502 0.7525
S3 0.7473 0.7487 0.7522
S4 0.7444 0.7458 0.7514
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8037 0.7934 0.7603
R3 0.7879 0.7776 0.7559
R2 0.7721 0.7721 0.7545
R1 0.7618 0.7618 0.7530 0.7591
PP 0.7563 0.7563 0.7563 0.7549
S1 0.7460 0.7460 0.7502 0.7433
S2 0.7405 0.7405 0.7487
S3 0.7247 0.7302 0.7473
S4 0.7089 0.7144 0.7429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7658 0.7507 0.0151 2.0% 0.0052 0.7% 15% False False 238
10 0.7665 0.7507 0.0158 2.1% 0.0061 0.8% 15% False False 199
20 0.7786 0.7507 0.0279 3.7% 0.0063 0.8% 8% False False 207
40 0.7786 0.7428 0.0358 4.8% 0.0061 0.8% 28% False False 167
60 0.7786 0.7428 0.0358 4.8% 0.0062 0.8% 28% False False 162
80 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 28% False False 125
100 0.8094 0.7428 0.0666 8.8% 0.0051 0.7% 15% False False 103
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 True
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 0.7669
2.618 0.7622
1.618 0.7593
1.000 0.7575
0.618 0.7564
HIGH 0.7546
0.618 0.7535
0.500 0.7532
0.382 0.7528
LOW 0.7517
0.618 0.7499
1.000 0.7488
1.618 0.7470
2.618 0.7441
4.250 0.7394
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 0.7532 0.7551
PP 0.7531 0.7544
S1 0.7531 0.7537

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

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