CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 0.7631 0.7695 0.0064 0.8% 0.7558
High 0.7727 0.7735 0.0008 0.1% 0.7735
Low 0.7631 0.7677 0.0046 0.6% 0.7465
Close 0.7699 0.7677 -0.0022 -0.3% 0.7677
Range 0.0096 0.0058 -0.0038 -39.6% 0.0270
ATR 0.0079 0.0077 -0.0001 -1.9% 0.0000
Volume 356 123 -233 -65.4% 818
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7870 0.7832 0.7709
R3 0.7812 0.7774 0.7693
R2 0.7754 0.7754 0.7688
R1 0.7716 0.7716 0.7682 0.7706
PP 0.7696 0.7696 0.7696 0.7692
S1 0.7658 0.7658 0.7672 0.7648
S2 0.7638 0.7638 0.7666
S3 0.7580 0.7600 0.7661
S4 0.7522 0.7542 0.7645
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8436 0.8326 0.7826
R3 0.8166 0.8056 0.7751
R2 0.7896 0.7896 0.7727
R1 0.7786 0.7786 0.7702 0.7841
PP 0.7626 0.7626 0.7626 0.7653
S1 0.7516 0.7516 0.7652 0.7571
S2 0.7356 0.7356 0.7628
S3 0.7086 0.7246 0.7603
S4 0.6816 0.6976 0.7529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7735 0.7465 0.0270 3.5% 0.0077 1.0% 79% True False 163
10 0.7735 0.7450 0.0285 3.7% 0.0077 1.0% 80% True False 141
20 0.7735 0.7222 0.0513 6.7% 0.0065 0.8% 89% True False 85
40 0.7735 0.6993 0.0742 9.7% 0.0065 0.8% 92% True False 58
60 0.7735 0.6842 0.0893 11.6% 0.0054 0.7% 94% True False 67
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7981
2.618 0.7887
1.618 0.7829
1.000 0.7793
0.618 0.7771
HIGH 0.7735
0.618 0.7713
0.500 0.7706
0.382 0.7699
LOW 0.7677
0.618 0.7641
1.000 0.7619
1.618 0.7583
2.618 0.7525
4.250 0.7431
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 0.7706 0.7653
PP 0.7696 0.7629
S1 0.7687 0.7606

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

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