CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 0.7483 0.7482 -0.0001 0.0% 0.7502
High 0.7495 0.7524 0.0029 0.4% 0.7546
Low 0.7450 0.7482 0.0032 0.4% 0.7476
Close 0.7477 0.7523 0.0046 0.6% 0.7494
Range 0.0045 0.0042 -0.0003 -6.7% 0.0070
ATR 0.0052 0.0051 0.0000 -0.6% 0.0000
Volume 2,623 2,774 151 5.8% 3,274
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7636 0.7621 0.7546
R3 0.7594 0.7579 0.7535
R2 0.7552 0.7552 0.7531
R1 0.7537 0.7537 0.7527 0.7544
PP 0.7510 0.7510 0.7510 0.7513
S1 0.7495 0.7495 0.7519 0.7503
S2 0.7468 0.7468 0.7515
S3 0.7426 0.7453 0.7511
S4 0.7384 0.7411 0.7500
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 0.7450 0.0096 1.3% 0.0040 0.5% 76% False False 1,315
10 0.7558 0.7450 0.0108 1.4% 0.0041 0.5% 68% False False 940
20 0.7665 0.7450 0.0215 2.9% 0.0051 0.7% 34% False False 570
40 0.7786 0.7441 0.0345 4.6% 0.0057 0.8% 24% False False 372
60 0.7786 0.7428 0.0358 4.8% 0.0057 0.8% 27% False False 303
80 0.7786 0.7428 0.0358 4.8% 0.0059 0.8% 27% False False 240
100 0.7864 0.7428 0.0436 5.8% 0.0053 0.7% 22% False False 196
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7702
2.618 0.7634
1.618 0.7592
1.000 0.7566
0.618 0.7550
HIGH 0.7524
0.618 0.7508
0.500 0.7503
0.382 0.7498
LOW 0.7482
0.618 0.7456
1.000 0.7440
1.618 0.7414
2.618 0.7372
4.250 0.7304
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 0.7516 0.7512
PP 0.7510 0.7500
S1 0.7503 0.7489

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

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