CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 0.7515 0.7521 0.0006 0.1% 0.7502
High 0.7546 0.7528 -0.0018 -0.2% 0.7546
Low 0.7511 0.7487 -0.0024 -0.3% 0.7476
Close 0.7522 0.7494 -0.0028 -0.4% 0.7494
Range 0.0035 0.0041 0.0006 17.1% 0.0070
ATR 0.0053 0.0052 -0.0001 -1.6% 0.0000
Volume 506 409 -97 -19.2% 3,274
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7626 0.7601 0.7517
R3 0.7585 0.7560 0.7505
R2 0.7544 0.7544 0.7502
R1 0.7519 0.7519 0.7498 0.7511
PP 0.7503 0.7503 0.7503 0.7499
S1 0.7478 0.7478 0.7490 0.7470
S2 0.7462 0.7462 0.7486
S3 0.7421 0.7437 0.7483
S4 0.7380 0.7396 0.7471
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7715 0.7675 0.7533
R3 0.7645 0.7605 0.7513
R2 0.7575 0.7575 0.7507
R1 0.7535 0.7535 0.7500 0.7520
PP 0.7505 0.7505 0.7505 0.7498
S1 0.7465 0.7465 0.7488 0.7450
S2 0.7435 0.7435 0.7481
S3 0.7365 0.7395 0.7475
S4 0.7295 0.7325 0.7456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7546 0.7476 0.0070 0.9% 0.0037 0.5% 26% False False 654
10 0.7558 0.7476 0.0082 1.1% 0.0038 0.5% 22% False False 440
20 0.7665 0.7476 0.0189 2.5% 0.0051 0.7% 10% False False 321
40 0.7786 0.7428 0.0358 4.8% 0.0057 0.8% 18% False False 241
60 0.7786 0.7428 0.0358 4.8% 0.0058 0.8% 18% False False 217
80 0.7786 0.7428 0.0358 4.8% 0.0059 0.8% 18% False False 174
100 0.7952 0.7428 0.0524 7.0% 0.0053 0.7% 13% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7702
2.618 0.7635
1.618 0.7594
1.000 0.7569
0.618 0.7553
HIGH 0.7528
0.618 0.7512
0.500 0.7508
0.382 0.7503
LOW 0.7487
0.618 0.7462
1.000 0.7446
1.618 0.7421
2.618 0.7380
4.250 0.7313
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 0.7508 0.7512
PP 0.7503 0.7506
S1 0.7499 0.7500

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

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