CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 0.7465 0.7487 0.0022 0.3% 0.7502
High 0.7495 0.7635 0.0140 1.9% 0.7591
Low 0.7465 0.7476 0.0011 0.1% 0.7450
Close 0.7495 0.7603 0.0108 1.4% 0.7567
Range 0.0030 0.0159 0.0129 430.0% 0.0141
ATR 0.0069 0.0075 0.0006 9.4% 0.0000
Volume 47 221 174 370.2% 592
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8048 0.7985 0.7690
R3 0.7889 0.7826 0.7647
R2 0.7730 0.7730 0.7632
R1 0.7667 0.7667 0.7618 0.7699
PP 0.7571 0.7571 0.7571 0.7587
S1 0.7508 0.7508 0.7588 0.7540
S2 0.7412 0.7412 0.7574
S3 0.7253 0.7349 0.7559
S4 0.7094 0.7190 0.7516
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7959 0.7904 0.7645
R3 0.7818 0.7763 0.7606
R2 0.7677 0.7677 0.7593
R1 0.7622 0.7622 0.7580 0.7649
PP 0.7536 0.7536 0.7536 0.7550
S1 0.7481 0.7481 0.7554 0.7509
S2 0.7395 0.7395 0.7541
S3 0.7254 0.7340 0.7528
S4 0.7113 0.7199 0.7489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7635 0.7465 0.0170 2.2% 0.0078 1.0% 81% True False 105
10 0.7635 0.7429 0.0206 2.7% 0.0074 1.0% 84% True False 99
20 0.7635 0.7222 0.0413 5.4% 0.0061 0.8% 92% True False 62
40 0.7635 0.6842 0.0793 10.4% 0.0065 0.9% 96% True False 51
60 0.7635 0.6842 0.0793 10.4% 0.0052 0.7% 96% True False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 0.8311
2.618 0.8051
1.618 0.7892
1.000 0.7794
0.618 0.7733
HIGH 0.7635
0.618 0.7574
0.500 0.7556
0.382 0.7537
LOW 0.7476
0.618 0.7378
1.000 0.7317
1.618 0.7219
2.618 0.7060
4.250 0.6800
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 0.7587 0.7585
PP 0.7571 0.7568
S1 0.7556 0.7550

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

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